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 | 3,57% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 94 638 | 49 597 | 52 066 CHF | 28 305 CHF | 98,37% | 98,37% |
14/08/2024 | 3,53% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 90 409 | 48 978 | 51 062 CHF | 28 665 CHF | 98,49% | 98,49% |
13/08/2024 | 2,77% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 583 CHF | 30 034 CHF | 97,10% | 97,10% |
12/08/2024 | 2,97% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 020 CHF | 30 343 CHF | 97,93% | 97,93% |
09/08/2024 | 3,06% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 947 CHF | 30 327 CHF | 100,00% | 100,00% |
08/08/2024 | 2,55% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 89 767 | 50 000 | 54 902 CHF | 31 372 CHF | 96,69% | 96,69% |
07/08/2024 | 2,80% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 55 147 CHF | 31 507 CHF | 100,00% | 100,00% |
06/08/2024 | 3,53% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 84 062 | 39 710 | 52 557 CHF | 25 696 CHF | 99,56% | 99,56% |
02/08/2024 | 8,85% | 0,61 CHF | 0,66 CHF | 90 000 | 10 000 | 90 000 | 10 000 | 52 257 CHF | 6 343 CHF | 95,60% | 95,60% |
31/07/2024 | 3,26% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 47 475 | 53 054 CHF | 25 976 CHF | 29,49% | 29,49% |