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 | 3,38% | 0,69 CHF | 0,71 CHF | 74 478 | 50 000 | 70 276 | 49 050 | 50 816 CHF | 36 683 CHF | 86,15% | 86,15% |
14/08/2024 | 3,17% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 69 994 | 48 595 | 52 062 CHF | 37 304 CHF | 98,83% | 98,83% |
13/08/2024 | 3,16% | 0,70 CHF | 0,72 CHF | 73 697 | 50 000 | 74 729 | 50 000 | 50 459 CHF | 34 853 CHF | 97,08% | 97,08% |
12/08/2024 | 2,76% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 234 | 50 000 | 51 049 CHF | 37 363 CHF | 16,55% | 16,55% |
09/08/2024 | 3,15% | 0,72 CHF | 0,74 CHF | 72 646 | 50 000 | 74 048 | 50 000 | 51 605 CHF | 35 964 CHF | 94,86% | 94,86% |
08/08/2024 | 3,11% | 0,70 CHF | 0,72 CHF | 73 593 | 50 000 | 66 151 | 45 752 | 44 069 CHF | 31 402 CHF | 71,80% | 71,80% |
07/08/2024 | 3,25% | 0,72 CHF | 0,74 CHF | 71 453 | 50 000 | 71 378 | 50 000 | 50 242 CHF | 36 359 CHF | 70,78% | 70,78% |
06/08/2024 | 2,96% | 0,67 CHF | 0,69 CHF | 74 042 | 50 000 | 76 352 | 39 417 | 47 888 CHF | 25 465 CHF | 95,82% | 95,82% |
02/08/2024 | 6,62% | 0,69 CHF | 0,74 CHF | 72 764 | 10 000 | 71 566 | 10 000 | 50 467 CHF | 7 538 CHF | 75,19% | 75,19% |
31/07/2024 | 2,68% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 60 756 | 46 944 | 51 296 CHF | 40 715 CHF | 22,77% | 22,77% |