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 | 3,96% | 0,49 CHF | 0,50 CHF | 37 500 | 37 500 | 37 240 | 37 240 | 16 849 CHF | 17 526 CHF | 95,03% | 95,03% |
14/08/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 92 646 | 73 937 | 51 825 CHF | 42 113 CHF | 92,51% | 92,51% |
13/08/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 102 064 | 75 000 | 52 069 CHF | 39 048 CHF | 95,61% | 95,61% |
12/08/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 94 517 | 75 000 | 52 805 CHF | 42 703 CHF | 94,38% | 94,38% |
09/08/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 002 | 75 000 | 52 416 CHF | 44 429 CHF | 90,21% | 90,21% |
08/08/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 99 003 | 75 000 | 53 028 CHF | 40 940 CHF | 97,91% | 97,91% |
07/08/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 980 | 75 000 | 52 366 CHF | 43 941 CHF | 95,45% | 95,45% |
06/08/2024 | 2,33% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 407 | 64 664 | 51 851 CHF | 34 102 CHF | 96,65% | 96,65% |
02/08/2024 | 3,92% | 0,58 CHF | 0,61 CHF | 90 000 | 20 000 | 83 513 | 20 000 | 52 994 CHF | 13 229 CHF | 95,42% | 95,42% |
31/07/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 74 180 | 71 274 | 61 221 CHF | 59 566 CHF | 27,84% | 27,84% |