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 | 3,34% | 0,64 CHF | 0,66 CHF | 80 000 | 50 000 | 84 972 | 49 586 | 53 044 CHF | 32 043 CHF | 95,77% | 95,77% |
14/08/2024 | 3,56% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 89 969 | 49 182 | 52 993 CHF | 30 021 CHF | 91,19% | 91,19% |
13/08/2024 | 3,69% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 94 571 | 50 000 | 52 454 CHF | 28 830 CHF | 88,11% | 88,11% |
12/08/2024 | 3,35% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 88 095 | 50 000 | 53 672 CHF | 31 539 CHF | 86,68% | 86,68% |
09/08/2024 | 3,12% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 070 | 50 000 | 52 233 CHF | 33 652 CHF | 96,56% | 96,56% |
08/08/2024 | 3,67% | 0,61 CHF | 0,63 CHF | 90 000 | 50 000 | 95 730 | 50 000 | 53 567 CHF | 29 080 CHF | 91,50% | 91,50% |
07/08/2024 | 3,26% | 0,64 CHF | 0,66 CHF | 80 000 | 50 000 | 85 984 | 50 000 | 53 041 CHF | 31 914 CHF | 94,03% | 94,03% |
06/08/2024 | 5,18% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 99 874 | 41 309 | 52 067 CHF | 22 764 CHF | 74,14% | 74,14% |
02/08/2024 | 9,33% | 0,64 CHF | 0,70 CHF | 80 000 | 10 000 | 80 209 | 10 000 | 53 018 CHF | 7 261 CHF | 78,36% | 78,36% |
30/07/2024 | 2,75% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 71 542 | 50 000 | 53 639 CHF | 38 583 CHF | 96,59% | 96,59% |