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 | 1,59% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 84 575 | 49 810 | 52 715 CHF | 31 571 CHF | 92,55% | 92,55% |
14/08/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 000 | 49 267 | 51 041 CHF | 31 924 CHF | 98,49% | 98,49% |
13/08/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 940 CHF | 33 588 CHF | 96,93% | 96,93% |
12/08/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 650 CHF | 33 406 CHF | 100,00% | 100,00% |
09/08/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 753 CHF | 33 470 CHF | 100,00% | 100,00% |
08/08/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 492 CHF | 33 308 CHF | 97,96% | 97,96% |
07/08/2024 | 2,23% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 27 722 | 26 237 | 18 927 CHF | 18 380 CHF | 71,63% | 71,63% |
06/08/2024 | 1,64% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 39 673 | 53 474 CHF | 27 037 CHF | 98,44% | 98,44% |
02/08/2024 | 2,67% | 0,68 CHF | 0,69 CHF | 80 000 | 10 000 | 80 000 | 10 000 | 53 539 CHF | 6 874 CHF | 94,07% | 94,07% |
31/07/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 47 460 | 54 602 CHF | 29 260 CHF | 30,67% | 30,67% |