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 | 2,91% | 0,69 CHF | 0,71 CHF | 37 500 | 37 500 | 37 237 | 37 237 | 23 243 CHF | 23 925 CHF | 99,18% | 99,18% |
14/08/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 800 | 74 002 | 58 728 CHF | 58 837 CHF | 98,49% | 98,49% |
13/08/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 76 683 | 75 000 | 55 079 CHF | 54 664 CHF | 96,93% | 96,93% |
12/08/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 439 CHF | 59 189 CHF | 100,00% | 100,00% |
09/08/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 301 CHF | 61 051 CHF | 98,59% | 98,59% |
08/08/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 77 201 | 75 000 | 55 912 CHF | 55 111 CHF | 97,91% | 97,91% |
07/08/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 026 | 75 000 | 58 936 CHF | 59 667 CHF | 97,85% | 97,85% |
06/08/2024 | 1,72% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 78 836 | 64 734 | 53 791 CHF | 44 802 CHF | 98,39% | 98,39% |
02/08/2024 | 2,94% | 0,80 CHF | 0,82 CHF | 70 000 | 20 000 | 62 704 | 20 000 | 54 691 CHF | 18 020 CHF | 97,50% | 97,50% |
31/07/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 71 437 | 71 437 | 82 269 CHF | 83 023 CHF | 29,12% | 29,12% |