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 | 3,05% | 0,73 CHF | 0,75 CHF | 70 000 | 20 000 | 70 617 | 19 618 | 50 003 CHF | 14 320 CHF | 88,50% | 88,50% |
14/08/2024 | 3,18% | 0,73 CHF | 0,76 CHF | 67 967 | 20 000 | 71 186 | 19 475 | 48 613 CHF | 13 737 CHF | 98,48% | 98,48% |
13/08/2024 | 3,42% | 0,60 CHF | 0,62 CHF | 77 006 | 20 000 | 79 478 | 20 000 | 46 087 CHF | 12 010 CHF | 96,93% | 96,93% |
12/08/2024 | 3,66% | 0,54 CHF | 0,57 CHF | 82 890 | 20 000 | 81 646 | 20 000 | 45 545 CHF | 11 574 CHF | 100,00% | 100,00% |
09/08/2024 | 3,68% | 0,56 CHF | 0,58 CHF | 80 954 | 20 000 | 83 238 | 20 000 | 45 336 CHF | 11 305 CHF | 100,00% | 100,00% |
08/08/2024 | 3,83% | 0,52 CHF | 0,54 CHF | 87 856 | 20 000 | 86 975 | 20 000 | 44 944 CHF | 10 739 CHF | 97,96% | 97,96% |
07/08/2024 | 3,61% | 0,55 CHF | 0,57 CHF | 83 691 | 20 000 | 83 725 | 20 000 | 45 892 CHF | 11 366 CHF | 100,00% | 100,00% |
06/08/2024 | 5,43% | 0,52 CHF | 0,54 CHF | 85 480 | 20 000 | 86 443 | 15 832 | 44 216 CHF | 8 508 CHF | 97,57% | 97,57% |
02/08/2024 | 11,16% | 0,52 CHF | 0,58 CHF | 84 515 | 5 000 | 81 767 | 5 000 | 44 297 CHF | 3 031 CHF | 98,74% | 98,74% |
31/07/2024 | 3,66% | 0,68 CHF | 0,70 CHF | 73 832 | 20 000 | 74 723 | 18 221 | 49 151 CHF | 12 451 CHF | 30,67% | 30,67% |