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 | 1,41% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 76 208 | 49 160 | 54 541 CHF | 35 713 CHF | 99,18% | 99,18% |
14/08/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 48 379 | 51 096 CHF | 35 801 CHF | 98,48% | 98,48% |
13/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 75 598 | 50 000 | 54 066 CHF | 36 286 CHF | 96,93% | 96,93% |
12/08/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 144 CHF | 38 460 CHF | 100,00% | 100,00% |
09/08/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 836 CHF | 19 834 CHF | 100,00% | 100,00% |
08/08/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 70 000 | 25 000 | 65 280 | 25 000 | 54 705 CHF | 21 249 CHF | 95,61% | 95,61% |
07/08/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 338 CHF | 22 474 CHF | 99,18% | 99,18% |
06/08/2024 | 2,57% | 0,88 CHF | 0,90 CHF | 25 000 | 25 000 | 18 853 | 18 853 | 16 387 CHF | 16 778 CHF | 99,25% | 99,25% |
02/08/2024 | 3,92% | 0,73 CHF | 0,76 CHF | 70 000 | 10 000 | 70 001 | 10 000 | 52 527 CHF | 7 804 CHF | 99,12% | 99,12% |
31/07/2024 | 1,37% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 61 573 | 24 661 | 52 373 CHF | 21 284 CHF | 30,67% | 30,67% |