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 | 3,15% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 90 000 | 20 014 | 52 489 CHF | 12 017 CHF | 99,25% | 99,25% |
14/08/2024 | 3,18% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 90 000 | 19 915 | 52 095 CHF | 11 881 CHF | 85,78% | 85,78% |
13/08/2024 | 3,30% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 97 878 | 20 206 | 54 088 CHF | 11 550 CHF | 94,23% | 94,23% |
12/08/2024 | 3,30% | 0,56 CHF | 0,56 CHF | 100 000 | 25 000 | 92 499 | 20 016 | 51 498 CHF | 11 496 CHF | 99,10% | 99,10% |
09/08/2024 | 3,18% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 90 778 | 20 208 | 51 800 CHF | 11 871 CHF | 97,62% | 97,62% |
08/08/2024 | 3,19% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 90 000 | 19 997 | 51 852 CHF | 11 890 CHF | 96,04% | 96,04% |
07/08/2024 | 2,86% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 80 071 | 20 012 | 51 609 CHF | 13 247 CHF | 99,62% | 99,62% |
06/08/2024 | 2,80% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 80 149 | 20 091 | 52 421 CHF | 13 494 CHF | 98,40% | 98,40% |
02/08/2024 | 2,54% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 73 160 | 19 999 | 52 911 CHF | 14 849 CHF | 90,63% | 90,63% |
30/07/2024 | 2,39% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 71 137 | 19 995 | 53 148 CHF | 15 252 CHF | 65,32% | 65,32% |