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 | 4,45% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 93 402 | 20 013 | 51 828 CHF | 11 587 CHF | 99,29% | 99,29% |
14/08/2024 | 4,44% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 99 038 | 19 913 | 54 566 CHF | 11 453 CHF | 85,79% | 85,79% |
13/08/2024 | 4,69% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 99 725 | 20 217 | 52 347 CHF | 11 123 CHF | 94,14% | 94,14% |
12/08/2024 | 4,66% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 100 000 | 20 015 | 52 892 CHF | 11 066 CHF | 99,12% | 99,12% |
09/08/2024 | 4,53% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 99 952 | 20 206 | 54 251 CHF | 11 441 CHF | 97,65% | 97,65% |
08/08/2024 | 4,51% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 98 352 | 19 995 | 53 911 CHF | 11 465 CHF | 96,03% | 96,03% |
07/08/2024 | 4,03% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 87 379 | 20 010 | 53 865 CHF | 12 823 CHF | 99,63% | 99,63% |
06/08/2024 | 3,96% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 83 001 | 20 091 | 51 972 CHF | 13 074 CHF | 98,42% | 98,42% |
02/08/2024 | 3,54% | 0,67 CHF | 0,68 CHF | 80 000 | 25 000 | 78 779 | 20 000 | 54 775 CHF | 14 421 CHF | 90,68% | 90,68% |
30/07/2024 | 3,17% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 73 261 | 19 993 | 52 688 CHF | 14 800 CHF | 65,35% | 65,35% |