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 | 2,26% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 74 920 | 74 598 | 57 041 CHF | 58 087 CHF | 98,36% | 98,36% |
14/08/2024 | 2,56% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 74 796 | 73 978 | 56 841 CHF | 57 672 CHF | 98,49% | 98,49% |
13/08/2024 | 2,12% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 243 CHF | 57 450 CHF | 97,10% | 97,10% |
12/08/2024 | 2,35% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 79 640 | 75 000 | 55 042 CHF | 53 075 CHF | 92,01% | 92,01% |
09/08/2024 | 2,13% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 400 CHF | 59 657 CHF | 100,00% | 100,00% |
08/08/2024 | 2,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 76 022 | 75 000 | 54 974 CHF | 55 530 CHF | 96,70% | 96,70% |
07/08/2024 | 2,22% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 013 | 75 000 | 54 387 CHF | 55 601 CHF | 100,00% | 100,00% |
06/08/2024 | 3,22% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 64 711 | 55 694 CHF | 46 427 CHF | 99,56% | 99,56% |
02/08/2024 | 6,57% | 0,73 CHF | 0,78 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 52 137 CHF | 15 909 CHF | 92,19% | 92,19% |
31/07/2024 | 2,01% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 74 482 | 72 408 | 58 174 CHF | 57 692 CHF | 29,57% | 29,57% |