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 | 2,96% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 74 598 | 52 146 CHF | 44 517 CHF | 98,36% | 98,36% |
14/08/2024 | 2,63% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 73 978 | 52 153 CHF | 44 002 CHF | 98,49% | 98,49% |
13/08/2024 | 2,79% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 91 324 | 75 000 | 51 858 CHF | 43 817 CHF | 97,10% | 97,10% |
12/08/2024 | 3,15% | 0,53 CHF | 0,55 CHF | 100 000 | 75 000 | 102 763 | 75 000 | 52 285 CHF | 39 421 CHF | 92,01% | 92,01% |
09/08/2024 | 2,59% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 712 CHF | 45 934 CHF | 100,00% | 100,00% |
08/08/2024 | 3,07% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 54 220 CHF | 41 931 CHF | 96,70% | 96,70% |
07/08/2024 | 3,05% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 99 243 | 75 000 | 53 932 CHF | 42 030 CHF | 100,00% | 100,00% |
06/08/2024 | 4,08% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 64 503 | 51 513 CHF | 34 515 CHF | 97,59% | 97,59% |
02/08/2024 | 8,62% | 0,54 CHF | 0,59 CHF | 100 000 | 20 000 | 90 985 | 20 000 | 51 199 CHF | 12 272 CHF | 95,60% | 95,60% |
31/07/2024 | 2,90% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 72 475 | 53 761 CHF | 44 575 CHF | 29,49% | 29,49% |