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 | 1,75% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 93 302 | 74 196 | 53 081 CHF | 43 003 CHF | 98,37% | 98,37% |
14/08/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 791 | 73 459 | 51 354 CHF | 42 294 CHF | 96,76% | 96,76% |
13/08/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 478 CHF | 39 358 CHF | 97,10% | 97,10% |
12/08/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 740 CHF | 40 305 CHF | 100,00% | 100,00% |
09/08/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 99 156 | 75 000 | 52 721 CHF | 40 646 CHF | 100,00% | 100,00% |
08/08/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 884 CHF | 39 663 CHF | 96,69% | 96,69% |
07/08/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 93 511 | 75 000 | 52 364 CHF | 42 821 CHF | 99,90% | 99,90% |
06/08/2024 | 2,61% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 115 569 | 54 513 | 52 422 CHF | 25 247 CHF | 98,59% | 98,59% |
02/08/2024 | 4,47% | 0,50 CHF | 0,53 CHF | 100 000 | 20 000 | 95 464 | 20 000 | 52 238 CHF | 11 464 CHF | 98,50% | 98,50% |
30/07/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 81 859 | 75 000 | 52 416 CHF | 48 814 CHF | 96,72% | 96,72% |