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 | 2,30% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 76 923 | 74 598 | 55 050 CHF | 54 637 CHF | 98,36% | 98,36% |
14/08/2024 | 2,49% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 78 561 | 73 978 | 55 993 CHF | 54 057 CHF | 98,49% | 98,49% |
13/08/2024 | 2,28% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 78 934 | 75 000 | 55 600 CHF | 54 068 CHF | 97,10% | 97,10% |
12/08/2024 | 2,52% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 81 057 | 75 000 | 52 275 CHF | 49 626 CHF | 92,01% | 92,01% |
09/08/2024 | 2,18% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 75 408 | 75 000 | 55 244 CHF | 56 170 CHF | 100,00% | 100,00% |
08/08/2024 | 2,15% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 327 CHF | 52 037 CHF | 96,70% | 96,70% |
07/08/2024 | 2,14% | 0,70 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 452 CHF | 52 153 CHF | 100,00% | 100,00% |
06/08/2024 | 3,51% | 0,66 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 64 711 | 52 048 CHF | 43 506 CHF | 99,56% | 99,56% |
02/08/2024 | 6,96% | 0,68 CHF | 0,73 CHF | 80 000 | 20 000 | 80 000 | 20 000 | 55 853 CHF | 14 971 CHF | 95,29% | 95,29% |
31/07/2024 | 2,68% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 74 482 | 72 408 | 54 637 CHF | 54 564 CHF | 29,57% | 29,57% |