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 | 3,29% | 0,59 CHF | 0,62 CHF | 70 890 | 50 000 | 68 415 | 49 174 | 43 191 CHF | 32 070 CHF | 99,07% | 99,07% |
14/08/2024 | 3,55% | 0,64 CHF | 0,67 CHF | 67 611 | 50 000 | 67 189 | 48 595 | 43 575 CHF | 32 646 CHF | 98,83% | 98,83% |
13/08/2024 | 3,74% | 0,61 CHF | 0,63 CHF | 69 987 | 50 000 | 71 499 | 50 000 | 41 708 CHF | 30 289 CHF | 96,65% | 96,65% |
12/08/2024 | 3,61% | 0,64 CHF | 0,67 CHF | 68 214 | 50 000 | 68 924 | 50 000 | 43 462 CHF | 32 688 CHF | 100,00% | 100,00% |
09/08/2024 | 3,54% | 0,62 CHF | 0,65 CHF | 69 072 | 50 000 | 71 722 | 50 000 | 44 587 CHF | 32 190 CHF | 95,83% | 95,83% |
08/08/2024 | 4,16% | 0,61 CHF | 0,63 CHF | 70 466 | 50 000 | 63 536 | 45 550 | 37 224 CHF | 27 765 CHF | 70,52% | 70,52% |
07/08/2024 | 3,28% | 0,64 CHF | 0,66 CHF | 68 346 | 50 000 | 69 144 | 50 000 | 44 314 CHF | 33 113 CHF | 99,80% | 99,80% |
06/08/2024 | 4,81% | 0,59 CHF | 0,61 CHF | 71 367 | 50 000 | 73 798 | 39 493 | 40 275 CHF | 22 585 CHF | 96,20% | 96,20% |
02/08/2024 | 7,33% | 0,60 CHF | 0,65 CHF | 70 405 | 10 000 | 69 316 | 10 000 | 43 531 CHF | 6 759 CHF | 88,90% | 88,90% |
31/07/2024 | 3,02% | 0,77 CHF | 0,79 CHF | 63 771 | 50 000 | 63 615 | 45 595 | 49 137 CHF | 36 304 CHF | 30,66% | 30,66% |