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 | 5,77% | 0,47 CHF | 0,49 CHF | 92 495 | 25 000 | 91 794 | 24 895 | 41 629 CHF | 11 959 CHF | 99,19% | 99,19% |
14/08/2024 | 5,45% | 0,45 CHF | 0,48 CHF | 91 134 | 25 000 | 91 310 | 24 791 | 41 650 CHF | 11 939 CHF | 98,68% | 98,68% |
13/08/2024 | 5,29% | 0,47 CHF | 0,49 CHF | 91 890 | 25 000 | 92 479 | 25 000 | 44 459 CHF | 12 671 CHF | 97,07% | 97,07% |
12/08/2024 | 5,19% | 0,48 CHF | 0,50 CHF | 92 547 | 25 000 | 92 870 | 25 000 | 45 228 CHF | 12 823 CHF | 100,00% | 100,00% |
09/08/2024 | 5,78% | 0,48 CHF | 0,51 CHF | 92 295 | 25 000 | 93 088 | 25 000 | 46 900 CHF | 13 345 CHF | 100,00% | 100,00% |
08/08/2024 | 5,38% | 0,52 CHF | 0,55 CHF | 93 481 | 25 000 | 93 478 | 25 000 | 50 775 CHF | 14 331 CHF | 97,78% | 97,78% |
07/08/2024 | 4,33% | 0,52 CHF | 0,55 CHF | 93 758 | 25 000 | 93 040 | 25 000 | 50 192 CHF | 14 083 CHF | 100,00% | 100,00% |
06/08/2024 | 6,94% | 0,57 CHF | 0,60 CHF | 90 000 | 25 000 | 90 936 | 22 948 | 51 430 CHF | 13 922 CHF | 99,35% | 99,35% |
02/08/2024 | 16,56% | 0,48 CHF | 0,56 CHF | 92 365 | 7 500 | 93 239 | 7 500 | 44 089 CHF | 4 186 CHF | 97,84% | 97,84% |
31/07/2024 | 7,91% | 0,41 CHF | 0,44 CHF | 91 310 | 25 000 | 91 307 | 24 322 | 37 205 CHF | 10 716 CHF | 30,67% | 30,67% |