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 | 2,54% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 132 858 | 49 810 | 51 545 CHF | 19 840 CHF | 92,55% | 92,55% |
14/08/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 129 860 | 49 267 | 51 980 CHF | 20 214 CHF | 98,49% | 98,49% |
13/08/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 121 426 | 50 000 | 51 508 CHF | 21 719 CHF | 96,93% | 96,93% |
12/08/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 120 999 | 50 000 | 51 085 CHF | 21 615 CHF | 100,00% | 100,00% |
09/08/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 121 842 | 50 000 | 51 550 CHF | 21 668 CHF | 100,00% | 100,00% |
08/08/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 123 117 | 50 000 | 51 567 CHF | 21 454 CHF | 90,65% | 90,65% |
07/08/2024 | 3,36% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 30 203 | 26 239 | 13 390 CHF | 12 195 CHF | 71,53% | 71,53% |
06/08/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 704 | 40 101 | 52 162 CHF | 17 829 CHF | 96,98% | 96,98% |
02/08/2024 | 4,54% | 0,44 CHF | 0,46 CHF | 120 000 | 10 000 | 120 608 | 10 000 | 51 888 CHF | 4 503 CHF | 99,10% | 99,10% |
31/07/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 140 000 | 47 460 | 51 658 CHF | 17 984 CHF | 30,67% | 30,67% |