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 | 1,93% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 74 843 | 73 951 | 57 109 CHF | 57 503 CHF | 99,18% | 99,18% |
14/08/2024 | 1,37% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 74 691 | 72 982 | 55 958 CHF | 55 445 CHF | 97,42% | 97,42% |
13/08/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 638 | 75 000 | 56 037 CHF | 53 529 CHF | 95,69% | 95,69% |
12/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 78 166 | 75 000 | 55 687 CHF | 54 206 CHF | 100,00% | 100,00% |
09/08/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 277 | 75 000 | 55 529 CHF | 53 297 CHF | 99,38% | 99,38% |
08/08/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 81 141 | 75 000 | 52 086 CHF | 48 921 CHF | 97,33% | 97,33% |
07/08/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 84 515 | 75 000 | 53 215 CHF | 48 121 CHF | 100,00% | 100,00% |
06/08/2024 | 2,35% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 89 908 | 54 512 | 53 266 CHF | 32 890 CHF | 99,24% | 99,24% |
02/08/2024 | 4,26% | 0,74 CHF | 0,77 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 54 365 CHF | 16 209 CHF | 98,89% | 98,89% |
31/07/2024 | 2,33% | 0,88 CHF | 0,90 CHF | 25 000 | 25 000 | 24 154 | 24 154 | 21 482 CHF | 21 982 CHF | 30,67% | 30,67% |