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 | 1,52% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 74 196 | 52 712 CHF | 49 628 CHF | 98,37% | 98,37% |
14/08/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 73 459 | 52 464 CHF | 48 905 CHF | 96,77% | 96,77% |
13/08/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 54 185 CHF | 45 904 CHF | 96,74% | 96,74% |
12/08/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 88 456 | 75 000 | 54 419 CHF | 46 910 CHF | 100,00% | 100,00% |
09/08/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 86 466 | 75 000 | 53 681 CHF | 47 368 CHF | 100,00% | 100,00% |
08/08/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 88 334 | 75 000 | 53 637 CHF | 46 326 CHF | 96,02% | 96,02% |
07/08/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 81 773 | 75 000 | 53 080 CHF | 49 496 CHF | 100,00% | 100,00% |
06/08/2024 | 2,19% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 97 571 | 54 593 | 52 903 CHF | 30 111 CHF | 98,98% | 98,98% |
02/08/2024 | 3,94% | 0,59 CHF | 0,61 CHF | 90 000 | 20 000 | 82 559 | 20 000 | 52 475 CHF | 13 240 CHF | 97,49% | 97,49% |
30/07/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 972 | 75 000 | 55 370 CHF | 55 432 CHF | 96,72% | 96,72% |