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 | 0,87% | 1,19 CHF | 1,20 CHF | 50 000 | 20 000 | 50 000 | 19 659 | 57 919 CHF | 22 965 CHF | 99,19% | 99,19% |
14/08/2024 | 0,95% | 1,17 CHF | 1,18 CHF | 50 000 | 20 000 | 43 620 | 18 187 | 51 641 CHF | 21 719 CHF | 97,18% | 97,18% |
13/08/2024 | 2,22% | 0,48 CHF | 0,49 CHF | 77 761 | 20 000 | 78 338 | 20 000 | 34 918 CHF | 9 116 CHF | 97,07% | 97,07% |
12/08/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 77 042 | 20 000 | 77 387 | 20 000 | 40 777 CHF | 10 740 CHF | 99,59% | 99,59% |
09/08/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 77 437 | 20 000 | 77 492 | 20 000 | 38 428 CHF | 10 119 CHF | 98,32% | 98,32% |
08/08/2024 | 2,75% | 0,40 CHF | 0,41 CHF | 78 815 | 20 000 | 79 352 | 20 000 | 28 605 CHF | 7 412 CHF | 33,05% | 94,19% |
07/08/2024 | 2,94% | 0,39 CHF | 0,40 CHF | 79 086 | 20 000 | 79 377 | 20 000 | 26 766 CHF | 6 945 CHF | 99,93% | 99,93% |
06/08/2024 | 4,45% | 0,29 CHF | 0,30 CHF | 79 357 | 20 000 | 79 658 | 14 676 | 21 811 CHF | 4 137 CHF | 95,21% | 95,21% |
02/08/2024 | 6,44% | 0,34 CHF | 0,36 CHF | 79 234 | 5 000 | 79 175 | 5 000 | 31 447 CHF | 2 117 CHF | 98,28% | 98,28% |
31/07/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 77 703 | 20 000 | 77 672 | 17 882 | 44 935 CHF | 10 478 CHF | 30,65% | 30,65% |