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 | 2,03% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 74 920 | 74 598 | 58 182 CHF | 59 114 CHF | 98,36% | 98,36% |
14/08/2024 | 2,33% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 74 796 | 73 978 | 57 807 CHF | 58 515 CHF | 98,49% | 98,49% |
13/08/2024 | 2,11% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 348 CHF | 58 569 CHF | 96,86% | 96,86% |
12/08/2024 | 2,30% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 78 216 | 75 000 | 55 157 CHF | 54 154 CHF | 92,01% | 92,01% |
09/08/2024 | 2,07% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 456 CHF | 60 698 CHF | 100,00% | 100,00% |
08/08/2024 | 1,95% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 444 CHF | 56 537 CHF | 96,70% | 96,70% |
07/08/2024 | 1,96% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 580 CHF | 56 681 CHF | 100,00% | 100,00% |
06/08/2024 | 3,25% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 78 243 | 64 577 | 55 595 CHF | 47 315 CHF | 98,28% | 98,28% |
02/08/2024 | 6,50% | 0,74 CHF | 0,79 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 53 073 CHF | 16 182 CHF | 94,22% | 94,22% |
31/07/2024 | 2,48% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 482 | 72 408 | 59 106 CHF | 58 908 CHF | 29,57% | 29,57% |