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 | 1,37% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 99 129 | 98 911 | 72 569 CHF | 73 406 CHF | 95,59% | 95,59% |
14/08/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 98 481 | 98 060 | 72 503 CHF | 73 189 CHF | 87,94% | 87,94% |
13/08/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 75 422 CHF | 76 422 CHF | 96,32% | 96,32% |
12/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 066 CHF | 74 066 CHF | 100,00% | 100,00% |
09/08/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 70 511 CHF | 71 511 CHF | 100,00% | 100,00% |
08/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 671 CHF | 72 671 CHF | 97,95% | 97,95% |
07/08/2024 | 1,62% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 90 631 | 90 631 | 63 186 CHF | 64 166 CHF | 100,00% | 100,00% |
06/08/2024 | 2,66% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 39 703 | 39 703 | 30 492 CHF | 31 260 CHF | 98,73% | 98,73% |
02/08/2024 | 5,13% | 0,70 CHF | 0,73 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 8 285 CHF | 8 720 CHF | 96,84% | 96,84% |
31/07/2024 | 3,03% | 0,62 CHF | 0,64 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 29 176 CHF | 30 061 CHF | 30,64% | 30,64% |