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 | 1,35% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 000 | 49 810 | 51 686 CHF | 37 274 CHF | 92,55% | 92,55% |
14/08/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 49 267 | 52 521 CHF | 37 458 CHF | 98,49% | 98,49% |
13/08/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 206 CHF | 39 219 CHF | 96,93% | 96,93% |
12/08/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 061 CHF | 39 115 CHF | 100,00% | 100,00% |
09/08/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 135 CHF | 39 168 CHF | 100,00% | 100,00% |
08/08/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 897 CHF | 38 998 CHF | 97,95% | 97,95% |
07/08/2024 | 2,05% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 27 227 | 26 237 | 21 694 CHF | 21 377 CHF | 71,63% | 71,63% |
06/08/2024 | 1,33% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 39 757 | 54 727 CHF | 31 578 CHF | 99,25% | 99,25% |
02/08/2024 | 2,53% | 0,79 CHF | 0,81 CHF | 70 000 | 10 000 | 70 000 | 10 000 | 54 596 CHF | 7 999 CHF | 96,78% | 96,78% |
31/07/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 71 018 | 47 460 | 51 052 CHF | 34 595 CHF | 30,67% | 30,67% |