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 | 2,38% | 0,90 CHF | 0,92 CHF | 60 000 | 25 000 | 66 945 | 24 994 | 55 452 CHF | 21 269 CHF | 94,22% | 94,22% |
14/08/2024 | 2,44% | 0,81 CHF | 0,83 CHF | 70 000 | 25 000 | 70 000 | 24 830 | 56 774 CHF | 20 636 CHF | 95,36% | 95,36% |
13/08/2024 | 2,64% | 0,77 CHF | 0,79 CHF | 70 000 | 25 000 | 70 478 | 25 000 | 52 112 CHF | 18 986 CHF | 96,65% | 96,65% |
12/08/2024 | 2,62% | 0,75 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 51 825 CHF | 19 000 CHF | 99,99% | 99,99% |
09/08/2024 | 2,71% | 0,70 CHF | 0,72 CHF | 80 000 | 25 000 | 79 350 | 25 000 | 54 898 CHF | 17 778 CHF | 99,03% | 99,03% |
08/08/2024 | 3,53% | 0,66 CHF | 0,68 CHF | 80 000 | 25 000 | 68 785 | 21 927 | 41 416 CHF | 13 681 CHF | 97,54% | 97,54% |
07/08/2024 | 2,78% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 80 067 | 25 000 | 52 749 CHF | 16 935 CHF | 98,49% | 98,49% |
06/08/2024 | 4,29% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 88 438 | 22 986 | 53 258 CHF | 14 432 CHF | 97,97% | 97,97% |
02/08/2024 | 7,74% | 0,70 CHF | 0,76 CHF | 80 000 | 7 500 | 70 474 | 7 500 | 53 835 CHF | 6 193 CHF | 94,15% | 94,15% |
31/07/2024 | 2,30% | 0,92 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 24 491 | 57 324 CHF | 23 923 CHF | 30,67% | 30,67% |