Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 3,56% | 0,29 CHF | 0,30 CHF | 109 404 | 25 000 | 109 175 | 24 609 | 30 547 CHF | 7 130 CHF | 93,01% | 93,01% |
14/08/2024 | 4,27% | 0,28 CHF | 0,29 CHF | 108 628 | 25 000 | 96 903 | 22 808 | 25 629 CHF | 6 254 CHF | 98,68% | 98,68% |
13/08/2024 | 4,45% | 0,24 CHF | 0,25 CHF | 109 809 | 25 000 | 110 641 | 25 000 | 24 397 CHF | 5 764 CHF | 97,08% | 97,08% |
12/08/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 110 749 | 25 000 | 110 418 | 25 000 | 26 079 CHF | 6 155 CHF | 100,00% | 100,00% |
09/08/2024 | 4,52% | 0,25 CHF | 0,26 CHF | 109 720 | 25 000 | 110 591 | 25 000 | 23 966 CHF | 5 669 CHF | 100,00% | 100,00% |
08/08/2024 | 6,32% | 0,17 CHF | 0,18 CHF | 111 801 | 25 000 | 111 790 | 25 000 | 17 202 CHF | 4 097 CHF | 97,81% | 97,81% |
07/08/2024 | 6,03% | 0,19 CHF | 0,20 CHF | 111 278 | 25 000 | 111 602 | 25 000 | 18 078 CHF | 4 300 CHF | 94,85% | 94,85% |
06/08/2024 | 12,45% | 0,13 CHF | 0,14 CHF | 111 642 | 25 000 | 112 405 | 18 844 | 11 530 CHF | 2 112 CHF | 99,35% | 99,35% |
02/08/2024 | 9,86% | 0,21 CHF | 0,24 CHF | 109 815 | 5 000 | 108 576 | 5 000 | 32 553 CHF | 1 653 CHF | 99,12% | 99,12% |
31/07/2024 | 2,94% | 0,38 CHF | 0,39 CHF | 108 206 | 20 000 | 107 912 | 18 985 | 41 297 CHF | 7 455 CHF | 30,66% | 30,66% |