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 | 1,82% | 0,55 CHF | 0,56 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 43 641 CHF | 44 441 CHF | 100,00% | 100,00% |
14/08/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 48 085 CHF | 48 985 CHF | 99,27% | 99,27% |
13/08/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 44 261 CHF | 45 161 CHF | 99,93% | 99,93% |
12/08/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 90 000 | 90 000 | 89 999 | 89 999 | 47 291 CHF | 48 191 CHF | 99,38% | 99,38% |
09/08/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 47 218 CHF | 48 118 CHF | 100,00% | 100,00% |
08/08/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 43 875 CHF | 44 775 CHF | 99,94% | 99,94% |
07/08/2024 | 1,93% | 0,55 CHF | 0,56 CHF | 90 000 | 90 000 | 97 573 | 97 573 | 50 174 CHF | 51 150 CHF | 99,99% | 99,99% |
06/08/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 43 527 CHF | 44 427 CHF | 99,87% | 99,87% |
02/08/2024 | 1,55% | 0,55 CHF | 0,56 CHF | 70 000 | 70 000 | 69 996 | 69 996 | 44 910 CHF | 45 610 CHF | 99,90% | 99,90% |
31/07/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 56 072 CHF | 56 772 CHF | 39,23% | 39,23% |