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 | 1,33% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 99 160 | 98 951 | 74 984 CHF | 75 822 CHF | 99,18% | 99,18% |
14/08/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 98 644 | 98 268 | 75 170 CHF | 75 869 CHF | 98,48% | 98,48% |
13/08/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 888 CHF | 78 888 CHF | 96,93% | 96,93% |
12/08/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 75 641 CHF | 76 641 CHF | 100,00% | 100,00% |
09/08/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 043 CHF | 74 043 CHF | 100,00% | 100,00% |
08/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 976 CHF | 74 976 CHF | 97,96% | 97,96% |
07/08/2024 | 1,59% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 90 557 | 90 557 | 65 397 CHF | 66 385 CHF | 99,22% | 99,22% |
06/08/2024 | 2,53% | 0,79 CHF | 0,81 CHF | 50 000 | 50 000 | 39 742 | 39 742 | 31 509 CHF | 32 270 CHF | 99,10% | 99,10% |
02/08/2024 | 4,77% | 0,72 CHF | 0,76 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 8 614 CHF | 9 034 CHF | 96,31% | 96,31% |
31/07/2024 | 2,73% | 0,64 CHF | 0,66 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 30 382 CHF | 31 211 CHF | 30,64% | 30,64% |