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 | 2,36% | 0,46 CHF | 0,47 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 94 513 CHF | 96 763 CHF | 100,00% | 100,00% |
14/08/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 101 134 CHF | 103 634 CHF | 100,00% | 100,00% |
13/08/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 90 984 CHF | 93 484 CHF | 100,00% | 100,00% |
12/08/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 91 303 CHF | 93 803 CHF | 100,00% | 100,00% |
09/08/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 86 051 CHF | 88 551 CHF | 100,00% | 100,00% |
08/08/2024 | 3,32% | 0,33 CHF | 0,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 74 272 CHF | 76 772 CHF | 100,00% | 100,00% |
07/08/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 94 861 CHF | 97 861 CHF | 100,00% | 100,00% |
06/08/2024 | 3,52% | 0,29 CHF | 0,30 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 83 926 CHF | 86 926 CHF | 100,00% | 100,00% |
02/08/2024 | 2,41% | 0,37 CHF | 0,38 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 71 988 CHF | 73 738 CHF | 100,00% | 100,00% |
31/07/2024 | 10,40% | 0,50 CHF | 0,56 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 91 240 CHF | 101 249 CHF | 43,95% | 43,95% |