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 | 0,64% | 1,62 CHF | 1,63 CHF | 40 000 | 20 000 | 40 000 | 19 659 | 63 328 CHF | 31 317 CHF | 99,19% | 99,19% |
14/08/2024 | 0,70% | 1,58 CHF | 1,59 CHF | 40 000 | 20 000 | 34 764 | 18 181 | 55 552 CHF | 29 267 CHF | 96,84% | 97,19% |
13/08/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 52 229 CHF | 17 610 CHF | 97,07% | 97,07% |
12/08/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 60 000 | 20 000 | 59 531 | 20 000 | 56 648 CHF | 19 239 CHF | 100,00% | 100,00% |
09/08/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 050 CHF | 18 550 CHF | 98,36% | 98,36% |
08/08/2024 | 1,38% | 0,83 CHF | 0,84 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 43 405 CHF | 14 668 CHF | 96,22% | 96,22% |
07/08/2024 | 1,30% | 0,82 CHF | 0,83 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 45 747 CHF | 15 449 CHF | 100,00% | 100,00% |
06/08/2024 | 1,71% | 0,71 CHF | 0,72 CHF | 60 000 | 20 000 | 44 527 | 14 842 | 30 871 CHF | 10 454 CHF | 98,48% | 98,48% |
02/08/2024 | 3,05% | 0,76 CHF | 0,79 CHF | 15 000 | 5 000 | 14 975 | 4 994 | 12 307 CHF | 4 231 CHF | 91,82% | 98,49% |
31/07/2024 | 1,09% | 1,00 CHF | 1,01 CHF | 50 000 | 20 000 | 48 311 | 17 856 | 48 204 CHF | 18 013 CHF | 30,26% | 30,26% |