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 | 3,77% | 0,62 CHF | 0,68 CHF | 10 000 | 10 000 | 60 222 | 38 699 | 41 041 CHF | 26 869 CHF | 99,22% | 99,22% |
14/08/2024 | 2,21% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 73 309 | 46 177 | 49 977 CHF | 31 987 CHF | 96,94% | 96,94% |
13/08/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 79 962 | 49 978 | 55 096 CHF | 34 937 CHF | 89,38% | 89,38% |
12/08/2024 | 2,89% | 0,64 CHF | 0,71 CHF | 10 000 | 10 000 | 67 422 | 42 813 | 46 197 CHF | 29 839 CHF | 100,00% | 100,00% |
09/08/2024 | 1,91% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 75 637 | 47 507 | 52 764 CHF | 33 641 CHF | 100,00% | 100,00% |
08/08/2024 | 9,01% | 0,67 CHF | 0,73 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 788 CHF | 7 428 CHF | 96,58% | 96,58% |
07/08/2024 | 4,26% | 0,67 CHF | 0,74 CHF | 10 000 | 10 000 | 53 017 | 34 599 | 37 460 CHF | 24 954 CHF | 99,06% | 99,06% |
06/08/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 77 182 | 50 000 | 54 878 CHF | 36 067 CHF | 97,53% | 97,53% |
02/08/2024 | 2,59% | 0,63 CHF | 0,69 CHF | 10 000 | 10 000 | 74 422 | 45 271 | 46 656 CHF | 28 905 CHF | 90,53% | 90,53% |
30/07/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 79 984 | 49 991 | 53 447 CHF | 33 905 CHF | 99,20% | 99,20% |