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 | 3,88% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 80 674 | 20 013 | 51 529 CHF | 13 264 CHF | 99,29% | 99,29% |
14/08/2024 | 3,88% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 80 114 | 19 912 | 50 815 CHF | 13 110 CHF | 85,80% | 85,80% |
13/08/2024 | 4,08% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 88 477 | 20 201 | 53 802 CHF | 12 804 CHF | 94,28% | 94,28% |
12/08/2024 | 4,06% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 90 000 | 20 015 | 55 127 CHF | 12 742 CHF | 99,13% | 99,13% |
09/08/2024 | 3,94% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 83 258 | 20 207 | 52 097 CHF | 13 123 CHF | 97,65% | 97,65% |
08/08/2024 | 3,93% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 81 624 | 19 996 | 51 504 CHF | 13 122 CHF | 96,02% | 96,02% |
07/08/2024 | 3,56% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 79 679 | 20 010 | 55 741 CHF | 14 482 CHF | 99,65% | 99,65% |
06/08/2024 | 3,51% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 78 379 | 20 091 | 55 524 CHF | 14 725 CHF | 98,44% | 98,44% |
02/08/2024 | 3,17% | 0,75 CHF | 0,76 CHF | 70 000 | 25 000 | 69 832 | 19 994 | 54 422 CHF | 16 085 CHF | 90,09% | 90,09% |
30/07/2024 | 2,84% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 69 094 | 19 993 | 55 603 CHF | 16 501 CHF | 65,37% | 65,37% |