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 | 2,77% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 74 598 | 53 940 CHF | 45 958 CHF | 98,36% | 98,36% |
14/08/2024 | 2,35% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 73 978 | 53 936 CHF | 45 382 CHF | 98,49% | 98,49% |
13/08/2024 | 2,74% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 90 063 | 75 000 | 52 934 CHF | 45 307 CHF | 97,10% | 97,10% |
12/08/2024 | 3,05% | 0,55 CHF | 0,57 CHF | 100 000 | 75 000 | 99 623 | 75 000 | 52 676 CHF | 40 893 CHF | 92,01% | 92,01% |
09/08/2024 | 2,49% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 88 406 | 75 000 | 54 491 CHF | 47 413 CHF | 100,00% | 100,00% |
08/08/2024 | 2,82% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 92 166 | 75 000 | 51 765 CHF | 43 350 CHF | 96,70% | 96,70% |
07/08/2024 | 2,85% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 300 | 75 000 | 50 862 CHF | 43 472 CHF | 98,61% | 98,61% |
06/08/2024 | 3,94% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 64 504 | 53 465 CHF | 35 777 CHF | 97,60% | 97,60% |
02/08/2024 | 8,28% | 0,56 CHF | 0,61 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 52 432 CHF | 12 658 CHF | 95,60% | 95,60% |
31/07/2024 | 2,85% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 89 138 | 72 475 | 54 937 CHF | 45 978 CHF | 29,49% | 29,49% |