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 | 2,22% | 0,50 CHF | 0,51 CHF | 75 558 | 50 000 | 75 537 | 49 597 | 38 180 CHF | 25 635 CHF | 98,37% | 98,37% |
14/08/2024 | 2,47% | 0,49 CHF | 0,50 CHF | 77 172 | 50 000 | 67 930 | 45 710 | 35 280 CHF | 24 446 CHF | 98,49% | 98,49% |
13/08/2024 | 1,73% | 0,60 CHF | 0,61 CHF | 69 966 | 50 000 | 71 174 | 50 000 | 41 046 CHF | 29 355 CHF | 96,74% | 96,74% |
12/08/2024 | 1,76% | 0,62 CHF | 0,63 CHF | 68 414 | 50 000 | 68 694 | 50 000 | 43 000 CHF | 31 854 CHF | 100,00% | 100,00% |
09/08/2024 | 1,89% | 0,61 CHF | 0,62 CHF | 69 603 | 50 000 | 68 491 | 50 000 | 42 672 CHF | 31 753 CHF | 99,57% | 99,57% |
08/08/2024 | 2,00% | 0,65 CHF | 0,67 CHF | 66 930 | 50 000 | 67 800 | 50 000 | 42 973 CHF | 32 333 CHF | 96,70% | 96,70% |
07/08/2024 | 1,94% | 0,66 CHF | 0,67 CHF | 66 674 | 50 000 | 68 114 | 50 000 | 42 968 CHF | 32 172 CHF | 100,00% | 100,00% |
06/08/2024 | 2,74% | 0,62 CHF | 0,63 CHF | 67 849 | 50 000 | 69 650 | 39 710 | 41 428 CHF | 24 344 CHF | 99,56% | 99,56% |
02/08/2024 | 6,14% | 0,71 CHF | 0,76 CHF | 63 910 | 10 000 | 67 006 | 10 000 | 44 207 CHF | 7 023 CHF | 95,61% | 95,61% |
31/07/2024 | 2,99% | 0,68 CHF | 0,69 CHF | 67 475 | 50 000 | 67 055 | 47 408 | 45 799 CHF | 33 331 CHF | 29,57% | 29,57% |