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 | 1,72% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 49 489 | 54 255 CHF | 39 014 CHF | 91,69% | 91,69% |
14/08/2024 | 2,00% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 66 456 | 45 952 | 48 672 CHF | 34 465 CHF | 93,13% | 93,13% |
13/08/2024 | 2,27% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 94 951 | 50 000 | 52 798 CHF | 28 478 CHF | 93,28% | 93,28% |
12/08/2024 | 2,11% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 92 695 | 50 000 | 52 397 CHF | 28 889 CHF | 99,53% | 99,53% |
09/08/2024 | 2,17% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 93 603 | 50 000 | 52 830 CHF | 28 875 CHF | 98,93% | 98,93% |
08/08/2024 | 2,35% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 101 661 | 50 000 | 52 350 CHF | 26 392 CHF | 95,03% | 95,03% |
07/08/2024 | 2,31% | 0,55 CHF | 0,57 CHF | 100 000 | 50 000 | 101 220 | 50 000 | 53 197 CHF | 26 921 CHF | 96,49% | 96,49% |
06/08/2024 | 3,77% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 120 145 | 40 015 | 52 218 CHF | 18 051 CHF | 94,23% | 94,23% |
02/08/2024 | 6,59% | 0,51 CHF | 0,55 CHF | 30 000 | 10 000 | 50 607 | 9 983 | 30 848 CHF | 6 302 CHF | 92,54% | 92,54% |
31/07/2024 | 1,51% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 46 993 | 56 368 CHF | 44 781 CHF | 30,06% | 30,06% |