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 | 1,30% | 0,80 CHF | 0,81 CHF | 70 000 | 25 000 | 70 000 | 24 946 | 53 777 CHF | 19 415 CHF | 97,08% | 97,08% |
14/08/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 74 593 | 24 897 | 53 279 CHF | 18 045 CHF | 98,68% | 98,68% |
13/08/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 53 427 CHF | 16 946 CHF | 96,64% | 96,64% |
12/08/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 80 000 | 25 000 | 79 866 | 25 000 | 56 224 CHF | 17 850 CHF | 100,00% | 100,00% |
09/08/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 80 000 | 25 000 | 77 769 | 25 000 | 54 912 CHF | 17 912 CHF | 100,00% | 100,00% |
08/08/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 54 598 CHF | 17 312 CHF | 97,81% | 97,81% |
07/08/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 73 754 | 25 000 | 52 521 CHF | 18 071 CHF | 82,52% | 82,52% |
06/08/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 80 601 | 22 323 | 52 587 CHF | 14 772 CHF | 76,16% | 76,16% |
02/08/2024 | 3,68% | 0,78 CHF | 0,81 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 3 000 CHF | 3 112 CHF | 99,13% | 99,13% |
31/07/2024 | 2,03% | 0,88 CHF | 0,89 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 10 897 CHF | 11 120 CHF | 30,66% | 30,66% |