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 | 2,86% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 74 598 | 53 946 CHF | 46 009 CHF | 98,36% | 98,36% |
14/08/2024 | 2,54% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 73 978 | 53 953 CHF | 45 481 CHF | 98,49% | 98,49% |
13/08/2024 | 2,70% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 969 CHF | 45 349 CHF | 97,10% | 97,10% |
12/08/2024 | 3,03% | 0,55 CHF | 0,57 CHF | 100 000 | 75 000 | 99 556 | 75 000 | 52 685 CHF | 40 921 CHF | 92,01% | 92,01% |
09/08/2024 | 2,51% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 88 243 | 75 000 | 54 426 CHF | 47 456 CHF | 100,00% | 100,00% |
08/08/2024 | 2,94% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 92 070 | 75 000 | 51 761 CHF | 43 444 CHF | 96,70% | 96,70% |
07/08/2024 | 2,94% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 201 | 75 000 | 50 852 CHF | 43 549 CHF | 100,00% | 100,00% |
06/08/2024 | 3,92% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 64 711 | 53 534 CHF | 35 930 CHF | 99,56% | 99,56% |
02/08/2024 | 8,34% | 0,56 CHF | 0,61 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 52 461 CHF | 12 672 CHF | 95,60% | 95,60% |
31/07/2024 | 2,81% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 88 527 | 72 475 | 54 633 CHF | 46 024 CHF | 29,49% | 29,49% |