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 | 2,68% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 88 301 | 74 598 | 54 669 CHF | 47 450 CHF | 98,36% | 98,36% |
14/08/2024 | 2,28% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 89 960 | 73 978 | 55 711 CHF | 46 861 CHF | 98,49% | 98,49% |
13/08/2024 | 2,55% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 89 136 | 75 000 | 54 188 CHF | 46 788 CHF | 97,10% | 97,10% |
12/08/2024 | 2,94% | 0,57 CHF | 0,59 CHF | 90 000 | 75 000 | 95 704 | 75 000 | 52 461 CHF | 42 393 CHF | 92,01% | 92,01% |
09/08/2024 | 2,46% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 81 316 | 75 000 | 51 737 CHF | 48 934 CHF | 100,00% | 100,00% |
08/08/2024 | 2,68% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 398 CHF | 44 850 CHF | 96,70% | 96,70% |
07/08/2024 | 2,84% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 520 CHF | 45 030 CHF | 100,00% | 100,00% |
06/08/2024 | 3,79% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 95 488 | 64 709 | 52 966 CHF | 37 205 CHF | 99,55% | 99,55% |
02/08/2024 | 8,02% | 0,58 CHF | 0,63 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 54 232 CHF | 13 058 CHF | 95,60% | 95,60% |
31/07/2024 | 2,77% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 80 560 | 72 475 | 51 263 CHF | 47 427 CHF | 29,49% | 29,49% |