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 | 1,05% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 49 490 | 56 882 CHF | 47 406 CHF | 99,13% | 99,13% |
14/08/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 49 219 | 56 106 CHF | 46 512 CHF | 98,68% | 98,68% |
13/08/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 092 CHF | 44 743 CHF | 96,35% | 96,35% |
12/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 839 CHF | 44 533 CHF | 100,00% | 100,00% |
09/08/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 435 CHF | 43 362 CHF | 100,00% | 100,00% |
08/08/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 082 CHF | 39 845 CHF | 97,55% | 97,55% |
07/08/2024 | 1,83% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 26 319 | 25 942 | 21 426 CHF | 21 489 CHF | 98,33% | 98,33% |
06/08/2024 | 1,34% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 39 589 | 53 640 CHF | 30 682 CHF | 97,88% | 97,88% |
02/08/2024 | 1,95% | 0,81 CHF | 0,83 CHF | 70 000 | 10 000 | 61 054 | 10 000 | 53 499 CHF | 8 945 CHF | 90,69% | 90,69% |
30/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 121 CHF | 52 621 CHF | 96,77% | 96,77% |