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 | 3,00% | 0,87 CHF | 0,90 CHF | 60 000 | 25 000 | 60 000 | 24 895 | 53 153 CHF | 22 723 CHF | 99,20% | 99,20% |
14/08/2024 | 3,36% | 0,89 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 24 791 | 52 964 CHF | 22 628 CHF | 98,68% | 98,68% |
13/08/2024 | 3,18% | 0,87 CHF | 0,90 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 558 CHF | 22 177 CHF | 97,07% | 97,07% |
12/08/2024 | 3,40% | 0,86 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 181 CHF | 22 062 CHF | 100,00% | 100,00% |
09/08/2024 | 2,90% | 0,86 CHF | 0,89 CHF | 60 000 | 25 000 | 65 087 | 25 000 | 54 392 CHF | 21 521 CHF | 100,00% | 100,00% |
08/08/2024 | 3,70% | 0,82 CHF | 0,85 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 55 775 CHF | 20 670 CHF | 97,79% | 97,79% |
07/08/2024 | 2,91% | 0,82 CHF | 0,85 CHF | 70 000 | 25 000 | 68 155 | 25 000 | 54 915 CHF | 20 762 CHF | 100,00% | 100,00% |
06/08/2024 | 4,90% | 0,78 CHF | 0,80 CHF | 70 000 | 25 000 | 70 000 | 22 948 | 53 611 CHF | 18 421 CHF | 99,35% | 99,35% |
02/08/2024 | 9,85% | 0,81 CHF | 0,90 CHF | 70 000 | 7 500 | 68 660 | 7 500 | 56 078 CHF | 6 764 CHF | 97,84% | 97,84% |
31/07/2024 | 3,51% | 0,93 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 24 322 | 55 825 CHF | 23 432 CHF | 30,67% | 30,67% |