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 | 2,51% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 74 598 | 53 746 CHF | 51 385 CHF | 98,36% | 98,36% |
14/08/2024 | 2,89% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 73 978 | 53 611 CHF | 51 028 CHF | 98,49% | 98,49% |
13/08/2024 | 2,46% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 845 CHF | 50 778 CHF | 97,10% | 97,10% |
12/08/2024 | 2,75% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 89 188 | 75 000 | 53 639 CHF | 46 383 CHF | 92,01% | 92,01% |
09/08/2024 | 2,40% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 114 CHF | 52 926 CHF | 100,00% | 100,00% |
08/08/2024 | 2,74% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 82 044 | 75 000 | 51 950 CHF | 48 835 CHF | 96,70% | 96,70% |
07/08/2024 | 2,51% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 50 830 CHF | 48 863 CHF | 100,00% | 100,00% |
06/08/2024 | 3,70% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 89 990 | 64 711 | 54 593 CHF | 40 645 CHF | 99,56% | 99,56% |
02/08/2024 | 7,39% | 0,64 CHF | 0,69 CHF | 80 000 | 20 000 | 80 000 | 20 000 | 52 427 CHF | 14 113 CHF | 95,60% | 95,60% |
31/07/2024 | 2,45% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 72 475 | 55 305 CHF | 51 344 CHF | 29,49% | 29,49% |