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 | 3,35% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 132 711 | 49 304 | 51 727 CHF | 19 914 CHF | 98,30% | 98,30% |
14/08/2024 | 3,11% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 126 236 | 48 668 | 52 319 CHF | 20 856 CHF | 98,49% | 98,49% |
13/08/2024 | 2,84% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 108 014 | 50 000 | 52 473 CHF | 25 042 CHF | 97,09% | 97,09% |
12/08/2024 | 2,98% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 118 901 | 50 000 | 52 574 CHF | 22 786 CHF | 100,00% | 100,00% |
09/08/2024 | 2,86% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 115 389 | 50 000 | 52 475 CHF | 23 422 CHF | 100,00% | 100,00% |
08/08/2024 | 2,58% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 100 767 | 50 000 | 52 110 CHF | 26 545 CHF | 94,96% | 94,96% |
07/08/2024 | 2,69% | 0,42 CHF | 0,44 CHF | 120 000 | 50 000 | 110 018 | 50 000 | 52 073 CHF | 24 533 CHF | 98,69% | 98,69% |
06/08/2024 | 3,44% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 99 716 | 37 659 | 52 054 CHF | 20 924 CHF | 99,41% | 99,41% |