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 | 1,85% | 0,51 CHF | 0,52 CHF | 100 000 | 25 000 | 96 814 | 24 946 | 51 925 CHF | 13 655 CHF | 97,07% | 97,07% |
14/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 90 000 | 25 000 | 90 000 | 24 897 | 53 219 CHF | 14 971 CHF | 98,68% | 98,68% |
13/08/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 81 092 | 25 000 | 51 807 CHF | 16 229 CHF | 96,64% | 96,64% |
12/08/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 54 029 CHF | 15 258 CHF | 100,00% | 100,00% |
09/08/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 54 100 CHF | 15 278 CHF | 100,00% | 100,00% |
08/08/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 83 832 | 25 000 | 52 388 CHF | 15 883 CHF | 97,18% | 97,18% |
07/08/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 90 000 | 25 000 | 89 806 | 25 000 | 53 438 CHF | 15 128 CHF | 82,52% | 82,52% |
06/08/2024 | 1,63% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 80 849 | 22 323 | 53 042 CHF | 14 927 CHF | 76,16% | 76,16% |
02/08/2024 | 5,68% | 0,51 CHF | 0,54 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 1 870 CHF | 1 979 CHF | 99,03% | 99,03% |
31/07/2024 | 4,33% | 0,44 CHF | 0,45 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 5 161 CHF | 5 388 CHF | 30,57% | 30,57% |