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 | 3,49% | 0,79 CHF | 0,82 CHF | 70 000 | 25 000 | 70 000 | 24 895 | 56 156 CHF | 20 679 CHF | 99,19% | 99,19% |
14/08/2024 | 3,69% | 0,81 CHF | 0,84 CHF | 70 000 | 25 000 | 70 000 | 24 791 | 56 127 CHF | 20 623 CHF | 98,68% | 98,68% |
13/08/2024 | 3,52% | 0,79 CHF | 0,82 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 393 CHF | 20 124 CHF | 96,64% | 96,64% |
12/08/2024 | 3,81% | 0,78 CHF | 0,81 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 074 CHF | 20 062 CHF | 100,00% | 100,00% |
09/08/2024 | 3,20% | 0,78 CHF | 0,81 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 934 CHF | 19 521 CHF | 100,00% | 100,00% |
08/08/2024 | 3,85% | 0,74 CHF | 0,77 CHF | 70 000 | 25 000 | 75 847 | 25 000 | 54 317 CHF | 18 623 CHF | 97,78% | 97,78% |
07/08/2024 | 3,58% | 0,74 CHF | 0,77 CHF | 70 000 | 25 000 | 73 394 | 25 000 | 53 083 CHF | 18 762 CHF | 100,00% | 100,00% |
06/08/2024 | 5,75% | 0,69 CHF | 0,72 CHF | 80 000 | 25 000 | 80 000 | 22 948 | 54 588 CHF | 16 551 CHF | 99,35% | 99,35% |
02/08/2024 | 11,04% | 0,73 CHF | 0,81 CHF | 70 000 | 7 500 | 70 034 | 7 500 | 51 420 CHF | 6 150 CHF | 97,84% | 97,84% |
31/07/2024 | 3,82% | 0,85 CHF | 0,88 CHF | 60 000 | 25 000 | 60 625 | 24 322 | 51 520 CHF | 21 476 CHF | 30,67% | 30,67% |