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 | 2,49% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 63 260 | 49 586 | 53 105 CHF | 42 717 CHF | 95,77% | 95,77% |
14/08/2024 | 2,60% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 69 536 | 49 182 | 56 193 CHF | 40 810 CHF | 91,19% | 91,19% |
13/08/2024 | 2,61% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 69 850 | 50 000 | 54 319 CHF | 39 915 CHF | 88,11% | 88,11% |
12/08/2024 | 2,49% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 67 840 | 50 000 | 56 022 CHF | 42 382 CHF | 86,68% | 86,68% |
09/08/2024 | 2,42% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 064 | 50 000 | 51 980 CHF | 44 335 CHF | 96,53% | 96,53% |
08/08/2024 | 2,66% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 69 990 | 50 000 | 53 875 CHF | 39 525 CHF | 93,86% | 93,86% |
07/08/2024 | 2,42% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 65 242 | 50 000 | 54 099 CHF | 42 545 CHF | 94,85% | 94,85% |
06/08/2024 | 3,70% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 73 041 | 41 238 | 53 233 CHF | 31 202 CHF | 73,30% | 73,30% |
02/08/2024 | 7,24% | 0,83 CHF | 0,89 CHF | 70 000 | 10 000 | 61 383 | 10 000 | 52 925 CHF | 9 278 CHF | 77,95% | 77,95% |
30/07/2024 | 2,18% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 59 679 | 50 000 | 56 945 CHF | 48 774 CHF | 96,72% | 96,72% |