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 | 1,36% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 739 CHF | 55 489 CHF | 99,30% | 99,30% |
14/08/2024 | 1,51% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 95 933 | 95 933 | 62 774 CHF | 63 733 CHF | 98,58% | 98,58% |
13/08/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 000 CHF | 59 000 CHF | 98,96% | 98,96% |
12/08/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 533 CHF | 60 533 CHF | 95,45% | 95,45% |
09/08/2024 | 2,25% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 120 583 | 120 583 | 53 273 CHF | 54 479 CHF | 98,96% | 98,96% |
08/08/2024 | 4,30% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 195 963 | 195 962 | 51 320 CHF | 53 595 CHF | 72,21% | 72,21% |
07/08/2024 | 3,35% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 184 960 | 184 960 | 54 329 CHF | 56 179 CHF | 90,62% | 90,62% |
06/08/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 157 177 | 157 175 | 53 741 CHF | 55 312 CHF | 99,00% | 99,00% |
02/08/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 175 000 | 175 000 | 149 763 | 149 763 | 56 094 CHF | 57 592 CHF | 95,42% | 95,42% |
30/07/2024 | 2,76% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 152 276 | 152 276 | 54 493 CHF | 56 015 CHF | 99,45% | 99,45% |