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 | 6,55% | 0,13 CHF | 0,14 CHF | 163 241 | 50 000 | 163 662 | 49 810 | 24 349 CHF | 7 905 CHF | 92,55% | 92,55% |
14/08/2024 | 6,00% | 0,16 CHF | 0,17 CHF | 163 729 | 50 000 | 164 380 | 49 267 | 26 624 CHF | 8 473 CHF | 98,48% | 98,48% |
13/08/2024 | 5,29% | 0,18 CHF | 0,19 CHF | 167 016 | 50 000 | 167 283 | 50 000 | 30 910 CHF | 9 735 CHF | 96,93% | 96,93% |
12/08/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 166 698 | 50 000 | 167 733 | 50 000 | 30 686 CHF | 9 646 CHF | 100,00% | 100,00% |
09/08/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 167 716 | 50 000 | 166 730 | 50 000 | 30 713 CHF | 9 708 CHF | 100,00% | 100,00% |
08/08/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 166 501 | 50 000 | 165 684 | 50 000 | 29 895 CHF | 9 520 CHF | 93,10% | 93,10% |
07/08/2024 | 7,79% | 0,16 CHF | 0,17 CHF | 164 742 | 50 000 | 31 928 | 26 238 | 6 422 CHF | 5 938 CHF | 71,58% | 71,58% |
06/08/2024 | 5,32% | 0,20 CHF | 0,21 CHF | 165 718 | 50 000 | 165 415 | 39 552 | 31 912 CHF | 8 126 CHF | 96,17% | 96,17% |
02/08/2024 | 9,98% | 0,20 CHF | 0,22 CHF | 167 524 | 10 000 | 168 495 | 10 000 | 32 162 CHF | 2 109 CHF | 97,50% | 97,50% |
31/07/2024 | 7,43% | 0,13 CHF | 0,14 CHF | 163 244 | 50 000 | 163 343 | 47 460 | 21 177 CHF | 6 627 CHF | 30,67% | 30,67% |