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 | 1,73% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 61 756 | 49 160 | 53 333 CHF | 43 250 CHF | 99,19% | 99,19% |
14/08/2024 | 1,60% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 48 370 | 52 830 CHF | 43 296 CHF | 98,48% | 98,48% |
13/08/2024 | 1,25% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 142 | 50 000 | 53 407 CHF | 53 934 CHF | 97,03% | 97,03% |
12/08/2024 | 1,35% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 53 507 | 50 000 | 53 871 CHF | 51 131 CHF | 99,97% | 99,97% |
09/08/2024 | 1,41% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 59 960 | 50 000 | 57 404 CHF | 48 548 CHF | 98,82% | 98,82% |
08/08/2024 | 1,34% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 51 736 | 50 000 | 54 021 CHF | 53 036 CHF | 96,98% | 96,98% |
07/08/2024 | 1,25% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 52 925 | 50 000 | 54 795 CHF | 52 578 CHF | 98,67% | 98,67% |
06/08/2024 | 1,46% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 47 996 | 37 645 | 58 617 CHF | 46 348 CHF | 98,42% | 98,42% |
02/08/2024 | 2,90% | 1,40 CHF | 1,44 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 54 324 CHF | 13 981 CHF | 97,43% | 97,43% |
31/07/2024 | 1,23% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 49 748 | 44 693 | 62 161 CHF | 56 569 CHF | 30,39% | 30,39% |