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 | 4,45% | 0,23 CHF | 0,24 CHF | 198 461 | 100 000 | 198 248 | 98 951 | 43 988 CHF | 22 945 CHF | 99,18% | 99,18% |
14/08/2024 | 4,55% | 0,21 CHF | 0,22 CHF | 197 962 | 100 000 | 197 617 | 98 268 | 42 991 CHF | 22 362 CHF | 98,49% | 98,49% |
13/08/2024 | 4,88% | 0,21 CHF | 0,22 CHF | 198 874 | 100 000 | 199 745 | 100 000 | 39 952 CHF | 21 004 CHF | 96,31% | 96,31% |
12/08/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 198 900 | 100 000 | 197 952 | 100 000 | 44 255 CHF | 23 359 CHF | 100,00% | 100,00% |
09/08/2024 | 3,95% | 0,23 CHF | 0,24 CHF | 197 149 | 100 000 | 194 856 | 100 000 | 48 490 CHF | 25 893 CHF | 84,67% | 84,67% |
08/08/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 195 512 | 100 000 | 194 867 | 100 000 | 47 296 CHF | 25 272 CHF | 97,96% | 97,96% |
07/08/2024 | 4,49% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 162 486 | 89 636 | 41 824 CHF | 23 950 CHF | 90,40% | 90,40% |
06/08/2024 | 10,71% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 39 707 | 39 707 | 7 232 CHF | 8 004 CHF | 98,78% | 98,78% |
02/08/2024 | 11,62% | 0,24 CHF | 0,28 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 3 456 CHF | 3 879 CHF | 96,41% | 96,41% |
31/07/2024 | 5,23% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 15 763 CHF | 16 592 CHF | 30,64% | 30,64% |