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 | 2,63% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 74 598 | 52 109 CHF | 49 882 CHF | 98,36% | 98,36% |
14/08/2024 | 2,98% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 73 978 | 51 995 CHF | 49 534 CHF | 98,49% | 98,49% |
13/08/2024 | 2,54% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 80 883 | 75 000 | 51 791 CHF | 49 278 CHF | 97,10% | 97,10% |
12/08/2024 | 2,79% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 027 | 75 000 | 52 329 CHF | 44 825 CHF | 92,01% | 92,01% |
09/08/2024 | 2,47% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 514 CHF | 51 426 CHF | 100,00% | 100,00% |
08/08/2024 | 2,83% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 89 946 | 75 000 | 55 184 CHF | 47 335 CHF | 96,70% | 96,70% |
07/08/2024 | 2,59% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 88 976 | 75 000 | 54 736 CHF | 47 363 CHF | 100,00% | 100,00% |
06/08/2024 | 3,83% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 64 711 | 52 799 CHF | 39 351 CHF | 99,56% | 99,56% |
02/08/2024 | 7,67% | 0,62 CHF | 0,67 CHF | 90 000 | 20 000 | 80 788 | 20 000 | 51 273 CHF | 13 709 CHF | 92,19% | 92,19% |
31/07/2024 | 2,36% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 72 408 | 53 678 CHF | 49 741 CHF | 29,57% | 29,57% |