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 | 2,28% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 75 168 | 74 598 | 54 818 CHF | 55 657 CHF | 98,36% | 98,36% |
14/08/2024 | 1,94% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 74 805 | 73 978 | 54 556 CHF | 54 999 CHF | 98,49% | 98,49% |
13/08/2024 | 2,16% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 77 151 | 75 000 | 55 381 CHF | 55 038 CHF | 97,10% | 97,10% |
12/08/2024 | 2,46% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 710 CHF | 50 643 CHF | 92,01% | 92,01% |
09/08/2024 | 2,06% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 75 064 | 75 000 | 56 042 CHF | 57 163 CHF | 100,00% | 100,00% |
08/08/2024 | 2,30% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 354 CHF | 53 100 CHF | 96,70% | 96,70% |
07/08/2024 | 2,33% | 0,71 CHF | 0,73 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 465 CHF | 53 222 CHF | 98,61% | 98,61% |
06/08/2024 | 3,18% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 64 504 | 53 172 CHF | 44 163 CHF | 97,60% | 97,60% |
02/08/2024 | 6,82% | 0,69 CHF | 0,74 CHF | 80 000 | 20 000 | 75 936 | 20 000 | 54 080 CHF | 15 258 CHF | 95,60% | 95,60% |
31/07/2024 | 2,36% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 74 495 | 72 475 | 55 612 CHF | 55 399 CHF | 29,49% | 29,49% |