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 | 1,65% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 87 149 | 24 946 | 52 262 CHF | 15 239 CHF | 97,08% | 97,08% |
14/08/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 98 587 | 24 897 | 53 882 CHF | 13 862 CHF | 98,68% | 98,68% |
13/08/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 102 998 | 25 000 | 51 466 CHF | 12 749 CHF | 96,64% | 96,64% |
12/08/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 100 000 | 25 000 | 53 905 CHF | 13 726 CHF | 100,00% | 100,00% |
09/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 25 000 | 99 733 | 25 000 | 53 913 CHF | 13 766 CHF | 94,39% | 94,39% |
08/08/2024 | 1,92% | 0,54 CHF | 0,55 CHF | 100 000 | 25 000 | 100 000 | 25 000 | 51 577 CHF | 13 144 CHF | 97,18% | 97,18% |
07/08/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 97 473 | 25 000 | 53 200 CHF | 13 904 CHF | 82,52% | 82,52% |
06/08/2024 | 2,27% | 0,48 CHF | 0,49 CHF | 110 000 | 25 000 | 107 402 | 22 324 | 52 045 CHF | 11 048 CHF | 76,17% | 76,17% |
02/08/2024 | 4,50% | 0,62 CHF | 0,65 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 2 371 CHF | 2 480 CHF | 99,13% | 99,13% |
31/07/2024 | 2,33% | 0,71 CHF | 0,73 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 8 846 CHF | 9 054 CHF | 30,66% | 30,66% |