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 | 1,76% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 49 306 | 52 874 CHF | 37 891 CHF | 98,38% | 98,38% |
14/08/2024 | 1,64% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 309 | 49 031 | 52 148 CHF | 36 995 CHF | 82,04% | 82,04% |
13/08/2024 | 1,80% | 0,72 CHF | 0,73 CHF | 79 595 | 50 000 | 75 562 | 50 000 | 54 038 CHF | 36 472 CHF | 30,05% | 30,05% |
12/08/2024 | 1,94% | 0,72 CHF | 0,73 CHF | 79 807 | 50 000 | 70 000 | 50 000 | 53 673 CHF | 39 088 CHF | 92,93% | 92,93% |
09/08/2024 | 1,56% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 69 129 | 50 000 | 55 762 CHF | 40 988 CHF | 100,00% | 100,00% |
08/08/2024 | 1,86% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 62 906 | 50 000 | 53 779 CHF | 43 613 CHF | 96,24% | 96,24% |
07/08/2024 | 1,57% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 724 | 50 000 | 52 468 CHF | 43 915 CHF | 99,47% | 99,47% |
06/08/2024 | 2,44% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 37 573 | 54 407 CHF | 29 938 CHF | 98,92% | 98,92% |
02/08/2024 | 5,27% | 0,93 CHF | 0,97 CHF | 60 000 | 10 000 | 67 435 | 10 000 | 53 865 CHF | 8 451 CHF | 92,72% | 92,72% |
31/07/2024 | 1,86% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 69 909 | 45 480 | 56 697 CHF | 37 487 CHF | 29,57% | 29,57% |