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 | 4,79% | 0,50 CHF | 0,52 CHF | 89 885 | 50 000 | 88 792 | 49 306 | 45 082 CHF | 26 253 CHF | 98,38% | 98,38% |
14/08/2024 | 4,82% | 0,51 CHF | 0,53 CHF | 88 831 | 50 000 | 89 164 | 48 403 | 43 857 CHF | 25 012 CHF | 98,49% | 98,49% |
13/08/2024 | 4,77% | 0,48 CHF | 0,51 CHF | 89 067 | 50 000 | 89 926 | 50 000 | 43 033 CHF | 25 105 CHF | 96,55% | 96,55% |
12/08/2024 | 4,49% | 0,45 CHF | 0,47 CHF | 92 489 | 50 000 | 88 104 | 50 000 | 45 185 CHF | 26 833 CHF | 100,00% | 100,00% |
09/08/2024 | 4,35% | 0,55 CHF | 0,58 CHF | 86 125 | 50 000 | 85 956 | 50 000 | 47 344 CHF | 28 771 CHF | 100,00% | 100,00% |
08/08/2024 | 3,76% | 0,60 CHF | 0,62 CHF | 83 961 | 50 000 | 83 130 | 50 000 | 49 436 CHF | 30 884 CHF | 67,11% | 67,11% |
07/08/2024 | 3,72% | 0,63 CHF | 0,65 CHF | 82 219 | 50 000 | 82 860 | 50 000 | 49 677 CHF | 31 115 CHF | 79,86% | 79,86% |
06/08/2024 | 5,26% | 0,51 CHF | 0,54 CHF | 87 032 | 50 000 | 85 931 | 37 601 | 44 949 CHF | 20 757 CHF | 99,14% | 99,14% |
02/08/2024 | 9,25% | 0,66 CHF | 0,72 CHF | 79 800 | 10 000 | 87 371 | 10 000 | 46 060 CHF | 5 791 CHF | 74,58% | 74,58% |
31/07/2024 | 4,61% | 0,54 CHF | 0,57 CHF | 88 700 | 50 000 | 87 642 | 45 480 | 48 525 CHF | 26 288 CHF | 29,57% | 29,57% |