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% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 78 880 | 49 598 | 55 678 CHF | 35 628 CHF | 98,37% | 98,37% |
14/08/2024 | 1,70% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 80 000 | 49 243 | 54 671 CHF | 34 213 CHF | 98,49% | 98,49% |
13/08/2024 | 2,25% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 234 CHF | 33 388 CHF | 96,74% | 96,74% |
12/08/2024 | 1,80% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 670 CHF | 34 154 CHF | 97,93% | 97,93% |
09/08/2024 | 2,04% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 263 CHF | 33 338 CHF | 99,97% | 99,97% |
08/08/2024 | 1,99% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 561 CHF | 30 353 CHF | 96,70% | 96,70% |
07/08/2024 | 1,96% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 84 559 | 50 000 | 52 921 CHF | 31 939 CHF | 100,00% | 100,00% |
06/08/2024 | 2,87% | 0,61 CHF | 0,63 CHF | 90 000 | 50 000 | 89 264 | 39 351 | 53 794 CHF | 24 301 CHF | 96,19% | 96,19% |
02/08/2024 | 5,97% | 0,62 CHF | 0,66 CHF | 90 000 | 10 000 | 81 119 | 10 000 | 52 708 CHF | 6 903 CHF | 95,60% | 95,60% |
31/07/2024 | 1,59% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 47 475 | 55 927 CHF | 38 580 CHF | 29,49% | 29,49% |