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 | 2,20% | 0,66 CHF | 0,68 CHF | 79 561 | 50 000 | 79 113 | 49 305 | 53 208 CHF | 33 887 CHF | 98,38% | 98,38% |
14/08/2024 | 2,10% | 0,67 CHF | 0,69 CHF | 78 714 | 50 000 | 78 943 | 48 403 | 51 818 CHF | 32 474 CHF | 98,49% | 98,49% |
13/08/2024 | 1,96% | 0,65 CHF | 0,66 CHF | 79 221 | 50 000 | 79 417 | 50 000 | 51 197 CHF | 32 873 CHF | 91,15% | 91,15% |
12/08/2024 | 2,23% | 0,61 CHF | 0,62 CHF | 80 036 | 50 000 | 79 060 | 50 000 | 53 296 CHF | 34 472 CHF | 74,45% | 74,45% |
09/08/2024 | 2,20% | 0,72 CHF | 0,73 CHF | 78 288 | 50 000 | 73 909 | 50 000 | 53 632 CHF | 37 143 CHF | 67,88% | 67,88% |
08/08/2024 | 1,98% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 245 CHF | 39 521 CHF | 96,24% | 96,24% |
07/08/2024 | 1,83% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 740 CHF | 39 821 CHF | 100,00% | 100,00% |
06/08/2024 | 3,21% | 0,68 CHF | 0,70 CHF | 77 659 | 50 000 | 77 645 | 30 511 | 53 565 CHF | 21 740 CHF | 63,08% | 63,08% |
02/08/2024 | 5,62% | 0,85 CHF | 0,89 CHF | 60 000 | 10 000 | 75 169 | 10 000 | 54 003 CHF | 7 636 CHF | 81,86% | 81,86% |
31/07/2024 | 2,16% | 0,72 CHF | 0,73 CHF | 79 764 | 50 000 | 70 803 | 45 114 | 51 673 CHF | 33 585 CHF | 27,36% | 27,36% |