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 | 2,28% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 106 | 74 196 | 55 209 CHF | 55 798 CHF | 98,36% | 98,36% |
14/08/2024 | 2,31% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 74 913 | 73 486 | 54 865 CHF | 55 073 CHF | 98,49% | 98,49% |
13/08/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 075 CHF | 52 383 CHF | 96,74% | 96,74% |
12/08/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 979 | 75 000 | 56 137 CHF | 53 392 CHF | 100,00% | 100,00% |
09/08/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 78 519 | 75 000 | 55 381 CHF | 53 673 CHF | 100,00% | 100,00% |
08/08/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 635 | 75 000 | 55 167 CHF | 52 716 CHF | 96,69% | 96,69% |
07/08/2024 | 2,06% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 76 376 | 75 000 | 55 564 CHF | 55 741 CHF | 100,00% | 100,00% |
06/08/2024 | 1,90% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 983 | 53 821 | 51 992 CHF | 35 061 CHF | 96,74% | 96,74% |
02/08/2024 | 3,66% | 0,68 CHF | 0,70 CHF | 80 000 | 20 000 | 73 871 | 20 000 | 53 011 CHF | 14 908 CHF | 98,28% | 98,28% |
30/07/2024 | 2,30% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 972 CHF | 61 370 CHF | 96,72% | 96,72% |