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 | 1,46% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 73 950 | 54 965 CHF | 51 563 CHF | 99,19% | 99,19% |
14/08/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 73 268 | 55 891 CHF | 51 954 CHF | 98,49% | 98,49% |
13/08/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 76 766 | 75 000 | 55 490 CHF | 54 986 CHF | 96,32% | 96,32% |
12/08/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 295 CHF | 52 589 CHF | 100,00% | 100,00% |
09/08/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 143 CHF | 52 447 CHF | 99,75% | 99,75% |
08/08/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 347 | 75 000 | 55 378 CHF | 55 883 CHF | 97,96% | 97,96% |
07/08/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 79 821 | 75 000 | 55 198 CHF | 52 619 CHF | 100,00% | 100,00% |
06/08/2024 | 1,62% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 74 235 | 54 515 | 54 570 CHF | 40 840 CHF | 99,24% | 99,24% |
02/08/2024 | 3,68% | 0,67 CHF | 0,69 CHF | 80 000 | 20 000 | 82 660 | 20 000 | 52 470 CHF | 13 183 CHF | 97,07% | 97,07% |
31/07/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 68 234 | 52 414 CHF | 40 438 CHF | 30,66% | 30,66% |