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 | 1,40% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 75 863 | 49 160 | 54 501 CHF | 35 850 CHF | 99,17% | 99,17% |
14/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 48 379 | 51 144 CHF | 35 832 CHF | 98,48% | 98,48% |
13/08/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 75 117 | 50 000 | 53 823 CHF | 36 355 CHF | 96,93% | 96,93% |
12/08/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 231 CHF | 38 522 CHF | 100,00% | 100,00% |
09/08/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 973 CHF | 19 883 CHF | 100,00% | 100,00% |
08/08/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 70 000 | 25 000 | 65 254 | 25 000 | 54 613 CHF | 21 223 CHF | 97,96% | 97,96% |
07/08/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 439 CHF | 22 516 CHF | 100,00% | 100,00% |
06/08/2024 | 2,65% | 0,88 CHF | 0,90 CHF | 25 000 | 25 000 | 18 880 | 18 880 | 16 452 CHF | 16 859 CHF | 97,13% | 97,13% |
02/08/2024 | 3,91% | 0,73 CHF | 0,76 CHF | 70 000 | 10 000 | 70 001 | 10 000 | 52 634 CHF | 7 819 CHF | 99,11% | 99,11% |
31/07/2024 | 1,38% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 61 566 | 24 661 | 52 456 CHF | 21 323 CHF | 30,67% | 30,67% |