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 | 2,23% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 87 468 | 74 597 | 54 345 CHF | 47 407 CHF | 98,38% | 98,38% |
14/08/2024 | 2,07% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 82 235 | 73 977 | 52 279 CHF | 48 053 CHF | 98,49% | 98,49% |
13/08/2024 | 2,11% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 83 113 | 75 000 | 53 172 CHF | 49 076 CHF | 97,09% | 97,09% |
12/08/2024 | 2,12% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 466 CHF | 53 116 CHF | 97,93% | 97,93% |
09/08/2024 | 2,14% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 77 084 | 75 000 | 55 351 CHF | 55 041 CHF | 98,55% | 98,55% |
08/08/2024 | 2,08% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 78 166 | 75 000 | 55 477 CHF | 54 380 CHF | 96,48% | 96,48% |
07/08/2024 | 1,84% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 192 | 75 000 | 56 143 CHF | 57 045 CHF | 100,00% | 100,00% |
06/08/2024 | 2,77% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 78 868 | 64 710 | 55 606 CHF | 46 932 CHF | 99,55% | 99,55% |
02/08/2024 | 6,09% | 0,69 CHF | 0,73 CHF | 80 000 | 20 000 | 80 000 | 20 000 | 53 889 CHF | 14 318 CHF | 95,48% | 95,48% |
31/07/2024 | 2,25% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 79 909 | 72 064 | 56 278 CHF | 51 882 CHF | 25,36% | 25,36% |