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 | 2,09% | 0,97 CHF | 0,99 CHF | 75 000 | 75 000 | 74 605 | 74 286 | 71 096 CHF | 72 280 CHF | 86,61% | 86,61% |
14/08/2024 | 2,22% | 0,93 CHF | 0,95 CHF | 75 000 | 75 000 | 74 070 | 73 099 | 66 801 CHF | 67 399 CHF | 82,21% | 82,21% |
13/08/2024 | 2,31% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 74 970 | 74 970 | 63 630 CHF | 65 115 CHF | 93,40% | 93,40% |
12/08/2024 | 2,29% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 361 CHF | 65 855 CHF | 99,43% | 99,43% |
09/08/2024 | 2,32% | 0,83 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 692 CHF | 64 163 CHF | 100,00% | 100,00% |
08/08/2024 | 2,73% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 70 303 | 70 276 | 52 840 CHF | 54 242 CHF | 97,10% | 97,10% |
07/08/2024 | 2,51% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 183 CHF | 58 635 CHF | 77,35% | 77,35% |
06/08/2024 | 3,29% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 79 054 | 56 850 | 53 831 CHF | 39 634 CHF | 66,39% | 66,39% |
02/08/2024 | 4,78% | 0,81 CHF | 0,85 CHF | 70 000 | 20 000 | 67 663 | 20 000 | 55 812 CHF | 17 320 CHF | 88,35% | 88,35% |
31/07/2024 | 2,02% | 1,03 CHF | 1,05 CHF | 75 000 | 75 000 | 69 875 | 68 171 | 71 967 CHF | 71 614 CHF | 30,45% | 30,45% |