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 | 2,20% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 49 597 | 54 267 CHF | 34 387 CHF | 98,37% | 98,37% |
14/08/2024 | 2,71% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 48 978 | 55 178 CHF | 34 706 CHF | 98,49% | 98,49% |
13/08/2024 | 2,45% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 78 980 | 50 000 | 55 982 CHF | 36 329 CHF | 97,10% | 97,10% |
12/08/2024 | 2,22% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 74 286 | 50 000 | 53 115 CHF | 36 571 CHF | 97,93% | 97,93% |
09/08/2024 | 2,60% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 75 329 | 50 000 | 53 822 CHF | 36 689 CHF | 100,00% | 100,00% |
08/08/2024 | 2,58% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 70 070 | 50 000 | 51 570 CHF | 37 760 CHF | 96,69% | 96,69% |
07/08/2024 | 2,58% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 71 303 | 50 000 | 52 354 CHF | 37 699 CHF | 100,00% | 100,00% |
06/08/2024 | 3,40% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 39 710 | 52 472 CHF | 30 761 CHF | 99,56% | 99,56% |
02/08/2024 | 7,53% | 0,73 CHF | 0,79 CHF | 70 000 | 10 000 | 78 697 | 10 000 | 55 464 CHF | 7 603 CHF | 94,52% | 94,52% |
31/07/2024 | 2,90% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 47 475 | 52 404 CHF | 31 975 CHF | 29,49% | 29,49% |