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 | 1,47% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 78 228 | 24 946 | 52 986 CHF | 17 170 CHF | 97,08% | 97,08% |
14/08/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 84 511 | 24 897 | 52 769 CHF | 15 805 CHF | 98,68% | 98,68% |
13/08/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 52 042 CHF | 14 706 CHF | 96,65% | 96,65% |
12/08/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 89 839 | 25 000 | 55 283 CHF | 15 635 CHF | 100,00% | 100,00% |
09/08/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 86 545 | 25 000 | 53 476 CHF | 15 709 CHF | 100,00% | 100,00% |
08/08/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 53 444 CHF | 15 096 CHF | 97,81% | 97,81% |
07/08/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 83 092 | 25 000 | 51 824 CHF | 15 858 CHF | 82,52% | 82,52% |
06/08/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 93 019 | 22 306 | 52 402 CHF | 12 783 CHF | 75,67% | 75,67% |
02/08/2024 | 4,05% | 0,69 CHF | 0,72 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 2 664 CHF | 2 774 CHF | 97,02% | 97,02% |
31/07/2024 | 2,29% | 0,79 CHF | 0,80 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 9 798 CHF | 10 024 CHF | 30,66% | 30,66% |