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 | 1,26% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 49 594 | 53 576 CHF | 44 836 CHF | 97,74% | 97,74% |
14/08/2024 | 1,42% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 49 243 | 52 238 CHF | 43 473 CHF | 98,49% | 98,49% |
13/08/2024 | 1,47% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 461 CHF | 40 200 CHF | 97,10% | 97,10% |
12/08/2024 | 1,45% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 331 CHF | 40 825 CHF | 100,00% | 100,00% |
09/08/2024 | 1,43% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 136 CHF | 40 676 CHF | 97,65% | 97,65% |
08/08/2024 | 1,47% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 833 CHF | 39 023 CHF | 96,60% | 96,60% |
07/08/2024 | 1,45% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 843 CHF | 39 745 CHF | 100,00% | 100,00% |
06/08/2024 | 2,33% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 77 999 | 39 704 | 54 146 CHF | 28 076 CHF | 99,46% | 99,46% |
02/08/2024 | 3,91% | 0,87 CHF | 0,90 CHF | 60 000 | 10 000 | 60 000 | 10 000 | 54 746 CHF | 9 488 CHF | 97,26% | 97,26% |
31/07/2024 | 1,25% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 48 290 | 50 898 CHF | 49 787 CHF | 29,57% | 29,57% |