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 | 2,71% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 81 406 | 74 598 | 51 451 CHF | 48 455 CHF | 98,36% | 98,36% |
14/08/2024 | 3,07% | 0,63 CHF | 0,65 CHF | 80 000 | 75 000 | 80 386 | 73 978 | 50 665 CHF | 48 082 CHF | 98,49% | 98,49% |
13/08/2024 | 2,63% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 86 143 | 75 000 | 53 438 CHF | 47 814 CHF | 97,05% | 97,05% |
12/08/2024 | 2,95% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 93 616 | 75 000 | 52 551 CHF | 43 415 CHF | 92,01% | 92,01% |
09/08/2024 | 2,59% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 570 | 75 000 | 52 297 CHF | 49 975 CHF | 100,00% | 100,00% |
08/08/2024 | 2,93% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 483 CHF | 45 895 CHF | 96,70% | 96,70% |
07/08/2024 | 2,70% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 617 CHF | 45 902 CHF | 100,00% | 100,00% |
06/08/2024 | 3,99% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 047 | 64 546 | 51 073 CHF | 38 004 CHF | 97,99% | 97,99% |
02/08/2024 | 7,90% | 0,60 CHF | 0,65 CHF | 90 000 | 20 000 | 89 665 | 20 000 | 55 196 CHF | 13 326 CHF | 95,59% | 95,59% |
31/07/2024 | 2,63% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 72 408 | 52 164 CHF | 48 471 CHF | 29,57% | 29,57% |