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 | 1,23% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 66 963 | 24 946 | 54 386 CHF | 20 552 CHF | 97,07% | 97,07% |
14/08/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 24 897 | 53 207 CHF | 19 174 CHF | 98,68% | 98,68% |
13/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 77 541 | 25 000 | 55 329 CHF | 18 099 CHF | 96,64% | 96,64% |
12/08/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 577 CHF | 19 027 CHF | 100,00% | 100,00% |
09/08/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 697 CHF | 19 070 CHF | 100,00% | 100,00% |
08/08/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 70 000 | 25 000 | 70 270 | 25 000 | 51 171 CHF | 18 457 CHF | 97,81% | 97,81% |
07/08/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 131 CHF | 19 225 CHF | 82,52% | 82,52% |
06/08/2024 | 1,60% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 77 854 | 22 322 | 54 401 CHF | 15 832 CHF | 76,12% | 76,12% |
02/08/2024 | 3,33% | 0,83 CHF | 0,86 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 3 171 CHF | 3 279 CHF | 96,42% | 96,42% |
31/07/2024 | 1,70% | 0,92 CHF | 0,94 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 11 457 CHF | 11 652 CHF | 30,66% | 30,66% |