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 | 1,58% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 073 | 49 863 | 50 963 CHF | 32 242 CHF | 98,37% | 98,37% |
14/08/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 240 | 49 506 | 51 319 CHF | 32 179 CHF | 98,49% | 98,49% |
13/08/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 88 720 | 50 000 | 54 361 CHF | 31 148 CHF | 96,74% | 96,74% |
12/08/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 88 168 | 50 000 | 54 460 CHF | 31 406 CHF | 100,00% | 100,00% |
09/08/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 83 578 | 50 000 | 52 563 CHF | 31 967 CHF | 100,00% | 100,00% |
08/08/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 84 649 | 50 000 | 52 799 CHF | 31 710 CHF | 96,70% | 96,70% |
07/08/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 768 | 75 000 | 52 394 CHF | 49 423 CHF | 100,00% | 100,00% |
06/08/2024 | 3,78% | 0,61 CHF | 0,63 CHF | 25 000 | 25 000 | 19 819 | 19 819 | 11 817 CHF | 12 237 CHF | 97,34% | 97,34% |
02/08/2024 | 3,38% | 0,83 CHF | 0,86 CHF | 70 000 | 10 000 | 67 068 | 10 000 | 55 525 CHF | 8 571 CHF | 98,56% | 98,56% |
31/07/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 48 289 | 51 818 CHF | 42 202 CHF | 29,57% | 29,57% |