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 | 2,26% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 49 597 | 56 028 CHF | 40 604 CHF | 98,37% | 98,37% |
14/08/2024 | 1,87% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 48 924 | 57 050 CHF | 40 626 CHF | 93,54% | 93,54% |
13/08/2024 | 1,96% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 67 453 | 50 000 | 56 135 CHF | 42 448 CHF | 97,10% | 97,10% |
12/08/2024 | 2,15% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 62 881 | 50 000 | 52 621 CHF | 42 768 CHF | 97,93% | 97,93% |
09/08/2024 | 2,16% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 64 957 | 50 000 | 54 318 CHF | 42 749 CHF | 100,00% | 100,00% |
08/08/2024 | 2,08% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 60 062 | 50 000 | 51 616 CHF | 43 872 CHF | 96,70% | 96,70% |
07/08/2024 | 1,45% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 60 646 | 50 000 | 52 265 CHF | 43 738 CHF | 100,00% | 100,00% |
06/08/2024 | 2,59% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 39 710 | 52 410 CHF | 35 550 CHF | 99,56% | 99,56% |
02/08/2024 | 6,14% | 0,86 CHF | 0,92 CHF | 60 000 | 10 000 | 68 546 | 10 000 | 56 657 CHF | 8 793 CHF | 89,95% | 89,95% |
31/07/2024 | 2,46% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 47 475 | 54 493 CHF | 37 838 CHF | 29,49% | 29,49% |