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 | 2,04% | 1,06 CHF | 1,08 CHF | 50 000 | 30 000 | 56 899 | 30 000 | 55 230 CHF | 29 862 CHF | 97,46% | 97,46% |
14/08/2024 | 2,11% | 0,90 CHF | 0,92 CHF | 60 000 | 30 000 | 60 000 | 30 000 | 56 229 CHF | 28 715 CHF | 85,57% | 85,57% |
13/08/2024 | 2,21% | 0,90 CHF | 0,92 CHF | 60 000 | 30 000 | 60 000 | 30 000 | 53 697 CHF | 27 449 CHF | 91,61% | 91,61% |
12/08/2024 | 2,04% | 0,94 CHF | 0,96 CHF | 60 000 | 30 000 | 58 894 | 30 000 | 57 030 CHF | 29 673 CHF | 99,32% | 99,32% |
09/08/2024 | 1,91% | 0,99 CHF | 1,01 CHF | 60 000 | 30 000 | 50 243 | 30 000 | 52 144 CHF | 31 742 CHF | 99,22% | 99,22% |
08/08/2024 | 2,04% | 0,99 CHF | 1,01 CHF | 60 000 | 30 000 | 59 156 | 30 000 | 57 301 CHF | 29 674 CHF | 94,55% | 94,55% |
07/08/2024 | 1,84% | 1,06 CHF | 1,08 CHF | 50 000 | 30 000 | 50 434 | 30 000 | 54 481 CHF | 33 035 CHF | 99,34% | 99,34% |
06/08/2024 | 2,14% | 0,93 CHF | 0,95 CHF | 60 000 | 30 000 | 59 213 | 30 000 | 54 641 CHF | 28 326 CHF | 95,17% | 95,17% |
02/08/2024 | 2,11% | 1,27 CHF | 1,30 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 56 492 CHF | 28 846 CHF | 96,08% | 96,08% |
30/07/2024 | 1,88% | 2,60 CHF | 2,65 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 52 622 CHF | 26 811 CHF | 98,18% | 98,18% |