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 | 6,05% | 0,48 CHF | 0,51 CHF | 92 332 | 25 000 | 91 741 | 24 895 | 44 916 CHF | 12 948 CHF | 99,20% | 99,20% |
14/08/2024 | 6,13% | 0,49 CHF | 0,52 CHF | 91 134 | 25 000 | 91 327 | 24 791 | 44 615 CHF | 12 876 CHF | 98,68% | 98,68% |
13/08/2024 | 6,28% | 0,48 CHF | 0,51 CHF | 91 830 | 25 000 | 92 487 | 25 000 | 42 833 CHF | 12 329 CHF | 97,07% | 97,07% |
12/08/2024 | 5,68% | 0,47 CHF | 0,50 CHF | 92 547 | 25 000 | 92 868 | 25 000 | 42 730 CHF | 12 177 CHF | 100,00% | 100,00% |
09/08/2024 | 6,47% | 0,46 CHF | 0,49 CHF | 92 263 | 25 000 | 93 113 | 25 000 | 40 813 CHF | 11 690 CHF | 100,00% | 100,00% |
08/08/2024 | 6,72% | 0,42 CHF | 0,45 CHF | 93 649 | 25 000 | 93 857 | 25 000 | 37 637 CHF | 10 722 CHF | 97,79% | 97,79% |
07/08/2024 | 6,84% | 0,42 CHF | 0,45 CHF | 93 779 | 25 000 | 93 637 | 25 000 | 38 180 CHF | 10 917 CHF | 100,00% | 100,00% |
06/08/2024 | 10,16% | 0,38 CHF | 0,41 CHF | 93 886 | 25 000 | 94 195 | 22 948 | 34 705 CHF | 9 326 CHF | 99,35% | 99,35% |
02/08/2024 | 18,86% | 0,41 CHF | 0,50 CHF | 92 448 | 7 500 | 93 271 | 7 500 | 39 143 CHF | 3 803 CHF | 94,65% | 94,65% |
31/07/2024 | 5,98% | 0,54 CHF | 0,57 CHF | 91 310 | 25 000 | 91 303 | 24 322 | 49 207 CHF | 13 913 CHF | 30,67% | 30,67% |