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 | 1,19% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 49 174 | 54 683 CHF | 45 348 CHF | 99,06% | 99,06% |
14/08/2024 | 1,18% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 48 471 | 52 935 CHF | 43 276 CHF | 90,83% | 90,83% |
13/08/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 361 CHF | 44 135 CHF | 96,65% | 96,65% |
12/08/2024 | 1,25% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 138 CHF | 44 838 CHF | 100,00% | 100,00% |
09/08/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 627 | 50 000 | 52 146 CHF | 43 521 CHF | 100,00% | 100,00% |
08/08/2024 | 1,67% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 57 053 | 43 818 | 45 305 CHF | 35 386 CHF | 97,83% | 97,83% |
07/08/2024 | 2,58% | 0,80 CHF | 0,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 121 CHF | 19 621 CHF | 100,00% | 100,00% |
06/08/2024 | 2,00% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 78 912 | 37 651 | 55 141 CHF | 26 858 CHF | 99,55% | 99,55% |
02/08/2024 | 4,02% | 0,73 CHF | 0,76 CHF | 70 000 | 10 000 | 70 000 | 10 000 | 52 935 CHF | 7 873 CHF | 99,11% | 99,11% |
31/07/2024 | 1,28% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 45 593 | 52 871 CHF | 40 674 CHF | 30,67% | 30,67% |