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 | 2,87% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 92 884 | 74 598 | 51 734 CHF | 42 778 CHF | 98,36% | 98,36% |
14/08/2024 | 2,80% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 94 335 | 73 978 | 52 393 CHF | 42 265 CHF | 98,49% | 98,49% |
13/08/2024 | 2,91% | 0,57 CHF | 0,59 CHF | 90 000 | 75 000 | 97 499 | 75 000 | 53 172 CHF | 42 142 CHF | 97,10% | 97,10% |
12/08/2024 | 3,44% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 106 334 | 75 000 | 51 619 CHF | 37 729 CHF | 91,98% | 91,98% |
09/08/2024 | 2,58% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 90 798 | 75 000 | 52 169 CHF | 44 237 CHF | 100,00% | 100,00% |
08/08/2024 | 2,91% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 933 CHF | 40 101 CHF | 96,70% | 96,70% |
07/08/2024 | 2,99% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 135 CHF | 40 290 CHF | 100,00% | 100,00% |
06/08/2024 | 4,41% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 106 891 | 64 711 | 52 650 CHF | 33 233 CHF | 99,56% | 99,56% |
02/08/2024 | 9,05% | 0,52 CHF | 0,57 CHF | 100 000 | 20 000 | 100 000 | 20 000 | 53 994 CHF | 11 822 CHF | 95,60% | 95,60% |
31/07/2024 | 3,32% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 72 475 | 51 694 CHF | 43 040 CHF | 29,49% | 29,49% |