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 | 1,46% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 49 810 | 54 269 CHF | 34 285 CHF | 92,54% | 92,54% |
14/08/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 49 267 | 55 224 CHF | 34 502 CHF | 98,48% | 98,48% |
13/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 75 923 | 50 000 | 54 196 CHF | 36 219 CHF | 96,93% | 96,93% |
12/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 77 530 | 50 000 | 55 197 CHF | 36 115 CHF | 100,00% | 100,00% |
09/08/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 74 194 | 50 000 | 52 831 CHF | 36 133 CHF | 100,00% | 100,00% |
08/08/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 77 396 | 50 000 | 54 919 CHF | 35 998 CHF | 97,96% | 97,96% |
07/08/2024 | 2,01% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 27 722 | 26 237 | 20 403 CHF | 19 763 CHF | 71,63% | 71,63% |
06/08/2024 | 1,54% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 72 275 | 39 757 | 52 081 CHF | 29 193 CHF | 99,25% | 99,25% |
02/08/2024 | 2,69% | 0,73 CHF | 0,75 CHF | 70 000 | 10 000 | 72 283 | 10 000 | 52 037 CHF | 7 400 CHF | 99,10% | 99,10% |
31/07/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 47 460 | 52 719 CHF | 31 747 CHF | 30,67% | 30,67% |