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 | 2,21% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 115 773 | 49 810 | 51 905 CHF | 22 848 CHF | 92,54% | 92,54% |
14/08/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 110 591 | 49 267 | 51 081 CHF | 23 253 CHF | 98,48% | 98,48% |
13/08/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 107 663 | 50 000 | 52 324 CHF | 24 816 CHF | 96,93% | 96,93% |
12/08/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 109 172 | 50 000 | 52 708 CHF | 24 646 CHF | 100,00% | 100,00% |
09/08/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 109 580 | 50 000 | 53 047 CHF | 24 708 CHF | 100,00% | 100,00% |
08/08/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 109 837 | 50 000 | 52 761 CHF | 24 520 CHF | 93,10% | 93,10% |
07/08/2024 | 3,17% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 29 206 | 26 237 | 14 756 CHF | 13 809 CHF | 71,63% | 71,63% |
06/08/2024 | 2,26% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 104 617 | 39 552 | 51 571 CHF | 20 038 CHF | 96,17% | 96,17% |
02/08/2024 | 3,79% | 0,50 CHF | 0,52 CHF | 100 000 | 10 000 | 105 950 | 10 000 | 52 101 CHF | 5 111 CHF | 99,10% | 99,10% |
31/07/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 120 000 | 47 460 | 51 585 CHF | 20 887 CHF | 30,67% | 30,67% |