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 | 4,25% | 0,69 CHF | 0,72 CHF | 80 000 | 25 000 | 80 000 | 24 895 | 56 015 CHF | 18 187 CHF | 99,20% | 99,20% |
14/08/2024 | 4,32% | 0,71 CHF | 0,74 CHF | 80 000 | 25 000 | 80 000 | 24 791 | 56 078 CHF | 18 143 CHF | 98,68% | 98,68% |
13/08/2024 | 4,35% | 0,69 CHF | 0,72 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 53 995 CHF | 17 624 CHF | 96,64% | 96,64% |
12/08/2024 | 4,03% | 0,68 CHF | 0,71 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 53 799 CHF | 17 503 CHF | 100,00% | 100,00% |
09/08/2024 | 4,14% | 0,68 CHF | 0,70 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 067 CHF | 16 958 CHF | 100,00% | 100,00% |
08/08/2024 | 4,16% | 0,64 CHF | 0,66 CHF | 80 000 | 25 000 | 88 021 | 25 000 | 54 083 CHF | 16 025 CHF | 97,79% | 97,79% |
07/08/2024 | 4,32% | 0,64 CHF | 0,66 CHF | 80 000 | 25 000 | 87 198 | 25 000 | 54 021 CHF | 16 196 CHF | 100,00% | 100,00% |
06/08/2024 | 6,23% | 0,59 CHF | 0,62 CHF | 90 000 | 25 000 | 90 000 | 22 948 | 52 375 CHF | 14 174 CHF | 99,34% | 99,34% |
02/08/2024 | 13,04% | 0,63 CHF | 0,71 CHF | 80 000 | 7 500 | 84 259 | 7 500 | 53 185 CHF | 5 399 CHF | 95,05% | 95,05% |
31/07/2024 | 4,32% | 0,75 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 24 322 | 52 461 CHF | 19 030 CHF | 30,67% | 30,67% |