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 | 3,96% | 0,59 CHF | 0,66 CHF | 10 000 | 10 000 | 60 166 | 38 666 | 39 351 CHF | 25 784 CHF | 99,33% | 99,33% |
14/08/2024 | 2,33% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 73 350 | 46 200 | 47 915 CHF | 30 688 CHF | 97,53% | 97,53% |
13/08/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 79 960 | 49 977 | 52 732 CHF | 33 459 CHF | 90,09% | 90,09% |
12/08/2024 | 2,99% | 0,62 CHF | 0,68 CHF | 10 000 | 10 000 | 67 422 | 42 813 | 44 275 CHF | 28 617 CHF | 100,00% | 100,00% |
09/08/2024 | 2,00% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 75 637 | 47 507 | 50 577 CHF | 32 268 CHF | 100,00% | 100,00% |
08/08/2024 | 9,39% | 0,64 CHF | 0,70 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 499 CHF | 7 139 CHF | 95,70% | 95,70% |
07/08/2024 | 4,51% | 0,64 CHF | 0,71 CHF | 10 000 | 10 000 | 52 668 | 34 382 | 35 707 CHF | 23 818 CHF | 99,93% | 99,93% |
06/08/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 648 CHF | 34 655 CHF | 99,06% | 99,06% |
02/08/2024 | 2,56% | 0,60 CHF | 0,66 CHF | 10 000 | 10 000 | 81 766 | 45 883 | 48 943 CHF | 27 973 CHF | 97,28% | 97,28% |
30/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 79 981 | 49 989 | 51 076 CHF | 32 423 CHF | 96,25% | 96,25% |