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 | 2,49% | 0,72 CHF | 0,74 CHF | 70 000 | 30 000 | 66 490 | 30 000 | 52 749 CHF | 24 560 CHF | 99,51% | 99,51% |
14/08/2024 | 2,36% | 0,87 CHF | 0,89 CHF | 60 000 | 30 000 | 64 860 | 30 000 | 54 248 CHF | 25 733 CHF | 85,19% | 85,19% |
13/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 60 000 | 30 000 | 60 265 | 30 000 | 52 806 CHF | 26 594 CHF | 91,57% | 91,57% |
12/08/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 68 239 | 50 000 | 55 681 CHF | 41 337 CHF | 99,30% | 99,30% |
09/08/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 049 CHF | 38 392 CHF | 98,33% | 98,33% |
08/08/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 172 CHF | 40 623 CHF | 93,11% | 93,11% |
07/08/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 70 000 | 30 000 | 75 935 | 30 000 | 53 788 CHF | 21 605 CHF | 99,48% | 99,48% |
06/08/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 62 106 | 50 000 | 52 257 CHF | 42 651 CHF | 92,72% | 92,72% |
02/08/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 87 527 | 50 000 | 53 610 CHF | 31 161 CHF | 95,55% | 95,55% |
30/07/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 38 643 CHF | 39 643 CHF | 98,91% | 98,91% |