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 | 2,50% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 49 581 | 53 927 CHF | 39 157 CHF | 94,74% | 94,74% |
14/08/2024 | 2,61% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 49 242 | 51 832 CHF | 37 422 CHF | 98,49% | 98,49% |
13/08/2024 | 2,75% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 79 522 | 50 000 | 55 039 CHF | 35 581 CHF | 96,40% | 96,40% |
12/08/2024 | 2,56% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 116 | 50 000 | 52 154 CHF | 38 157 CHF | 83,44% | 83,44% |
09/08/2024 | 2,53% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 770 CHF | 38 657 CHF | 96,20% | 96,20% |
08/08/2024 | 2,70% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 77 440 | 50 000 | 53 624 CHF | 35 631 CHF | 89,13% | 89,13% |
07/08/2024 | 2,58% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 74 072 | 50 000 | 52 351 CHF | 36 366 CHF | 92,69% | 92,69% |
06/08/2024 | 4,14% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 87 188 | 40 215 | 52 718 CHF | 25 071 CHF | 83,09% | 83,09% |
02/08/2024 | 7,46% | 0,73 CHF | 0,80 CHF | 70 000 | 10 000 | 68 456 | 9 993 | 54 346 CHF | 8 561 CHF | 78,63% | 78,63% |
31/07/2024 | 1,99% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 48 205 | 55 488 CHF | 54 552 CHF | 28,20% | 28,20% |