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 | 1,17% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 49 732 | 55 621 CHF | 46 642 CHF | 97,13% | 97,13% |
14/08/2024 | 1,21% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 49 475 | 55 185 CHF | 46 060 CHF | 97,27% | 97,27% |
13/08/2024 | 1,17% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 262 CHF | 45 752 CHF | 96,54% | 96,54% |
12/08/2024 | 1,17% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 759 CHF | 47 013 CHF | 98,08% | 98,08% |
09/08/2024 | 1,12% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 55 270 | 50 000 | 54 669 CHF | 50 106 CHF | 100,00% | 100,00% |
08/08/2024 | 1,19% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 58 268 | 50 000 | 55 444 CHF | 48 235 CHF | 96,91% | 96,91% |
07/08/2024 | 1,05% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 51 033 | 50 000 | 53 149 CHF | 52 688 CHF | 96,57% | 96,57% |
06/08/2024 | 1,63% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 59 480 | 39 572 | 56 312 CHF | 38 035 CHF | 97,54% | 97,54% |
02/08/2024 | 3,19% | 1,04 CHF | 1,07 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 32 731 CHF | 11 264 CHF | 98,52% | 98,52% |
31/07/2024 | 1,04% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 47 323 | 63 531 CHF | 60 875 CHF | 29,08% | 29,08% |