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 | 1,11% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 49 487 | 53 860 CHF | 44 919 CHF | 99,06% | 99,06% |
14/08/2024 | 1,20% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 48 917 | 51 716 CHF | 42 674 CHF | 98,83% | 98,83% |
13/08/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 66 113 | 50 000 | 55 039 CHF | 42 160 CHF | 96,65% | 96,65% |
12/08/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 862 CHF | 40 402 CHF | 100,00% | 100,00% |
09/08/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 713 CHF | 39 581 CHF | 100,00% | 100,00% |
08/08/2024 | 1,54% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 69 300 | 46 792 | 49 866 CHF | 34 225 CHF | 97,83% | 97,83% |
07/08/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 74 125 | 50 000 | 52 659 CHF | 36 093 CHF | 100,00% | 100,00% |
06/08/2024 | 2,05% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 83 337 | 39 710 | 52 597 CHF | 25 473 CHF | 99,55% | 99,55% |
02/08/2024 | 3,21% | 0,78 CHF | 0,81 CHF | 70 000 | 10 000 | 70 000 | 10 000 | 56 151 CHF | 8 283 CHF | 97,67% | 97,67% |
31/07/2024 | 1,16% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 46 611 | 55 403 CHF | 43 577 CHF | 30,66% | 30,66% |