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 | 1,48% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 49 556 | 54 936 CHF | 39 466 CHF | 89,41% | 89,41% |
14/08/2024 | 1,54% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 49 188 | 53 759 CHF | 38 354 CHF | 91,79% | 91,79% |
13/08/2024 | 1,63% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 75 933 | 50 000 | 53 677 CHF | 35 967 CHF | 86,53% | 86,53% |
12/08/2024 | 1,72% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 74 023 | 50 000 | 53 039 CHF | 36 470 CHF | 95,64% | 95,64% |
09/08/2024 | 1,62% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 74 867 | 50 000 | 53 552 CHF | 36 372 CHF | 92,67% | 92,67% |
08/08/2024 | 1,72% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 79 861 | 50 000 | 55 045 CHF | 35 065 CHF | 93,61% | 93,61% |
07/08/2024 | 1,60% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 77 497 | 50 000 | 54 354 CHF | 35 672 CHF | 98,49% | 98,49% |
06/08/2024 | 2,61% | 0,64 CHF | 0,66 CHF | 80 000 | 50 000 | 81 433 | 38 936 | 52 290 CHF | 25 494 CHF | 80,47% | 80,47% |
02/08/2024 | 4,47% | 0,75 CHF | 0,79 CHF | 70 000 | 10 000 | 69 992 | 10 000 | 55 133 CHF | 8 238 CHF | 90,62% | 90,62% |
31/07/2024 | 2,52% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 48 277 | 52 642 CHF | 43 447 CHF | 29,35% | 29,35% |