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 | 1,28% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 49 160 | 55 239 CHF | 39 270 CHF | 99,18% | 99,18% |
14/08/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 48 379 | 56 031 CHF | 39 209 CHF | 98,49% | 98,49% |
13/08/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 065 CHF | 39 832 CHF | 96,93% | 96,93% |
12/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 66 064 | 50 000 | 54 808 CHF | 42 011 CHF | 100,00% | 100,00% |
09/08/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 61 073 | 25 000 | 52 175 CHF | 21 621 CHF | 100,00% | 100,00% |
08/08/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 60 000 | 25 000 | 60 019 | 25 000 | 54 537 CHF | 22 967 CHF | 97,95% | 97,95% |
07/08/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 57 564 CHF | 24 235 CHF | 99,18% | 99,18% |
06/08/2024 | 2,44% | 0,95 CHF | 0,97 CHF | 25 000 | 25 000 | 18 853 | 18 853 | 17 735 CHF | 18 136 CHF | 99,25% | 99,25% |
02/08/2024 | 3,51% | 0,80 CHF | 0,83 CHF | 70 000 | 10 000 | 67 444 | 10 000 | 55 346 CHF | 8 507 CHF | 99,11% | 99,11% |
31/07/2024 | 1,28% | 0,93 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 24 661 | 55 333 CHF | 23 039 CHF | 30,67% | 30,67% |