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 | 0,76% | 1,36 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 19 659 | 52 977 CHF | 26 229 CHF | 99,20% | 99,20% |
14/08/2024 | 0,83% | 1,34 CHF | 1,35 CHF | 40 000 | 20 000 | 36 800 | 18 187 | 49 760 CHF | 24 734 CHF | 97,18% | 97,18% |
13/08/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 77 744 | 20 000 | 78 344 | 20 000 | 47 948 CHF | 12 442 CHF | 97,08% | 97,08% |
12/08/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 77 088 | 20 000 | 77 182 | 20 000 | 52 781 CHF | 13 881 CHF | 76,87% | 76,87% |
09/08/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 77 524 | 20 000 | 77 494 | 20 000 | 51 302 CHF | 13 441 CHF | 97,29% | 97,29% |
08/08/2024 | 2,16% | 0,57 CHF | 0,58 CHF | 78 842 | 20 000 | 79 900 | 20 000 | 37 050 CHF | 9 480 CHF | 95,50% | 95,50% |
07/08/2024 | 1,97% | 0,56 CHF | 0,57 CHF | 79 050 | 20 000 | 79 381 | 20 000 | 40 069 CHF | 10 296 CHF | 99,79% | 99,79% |
06/08/2024 | 2,83% | 0,46 CHF | 0,47 CHF | 79 320 | 20 000 | 79 664 | 14 864 | 34 981 CHF | 6 647 CHF | 99,19% | 99,19% |
02/08/2024 | 4,30% | 0,51 CHF | 0,53 CHF | 79 161 | 5 000 | 79 174 | 5 000 | 44 709 CHF | 2 947 CHF | 97,85% | 97,85% |
31/07/2024 | 1,64% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 70 782 | 14 985 | 53 207 CHF | 11 377 CHF | 12,94% | 12,94% |