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 | 1,44% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 836 CHF | 52 586 CHF | 100,00% | 100,00% |
14/08/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 95 975 | 95 976 | 62 841 CHF | 63 801 CHF | 100,00% | 100,00% |
13/08/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 595 CHF | 63 595 CHF | 98,84% | 98,84% |
12/08/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 726 CHF | 59 726 CHF | 99,00% | 99,00% |
09/08/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 772 CHF | 57 772 CHF | 100,00% | 100,00% |
08/08/2024 | 1,95% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 109 108 | 109 108 | 55 202 CHF | 56 293 CHF | 100,00% | 100,00% |
07/08/2024 | 1,96% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 107 569 | 107 570 | 54 352 CHF | 55 428 CHF | 99,40% | 99,40% |
06/08/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 057 CHF | 55 307 CHF | 99,35% | 99,35% |
02/08/2024 | 1,68% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 872 | 99 872 | 58 875 CHF | 59 874 CHF | 99,77% | 99,77% |
31/07/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 616 CHF | 55 366 CHF | 32,10% | 32,10% |