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 | 1,56% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 49 160 | 52 274 CHF | 32 606 CHF | 99,17% | 99,17% |
14/08/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 48 379 | 52 955 CHF | 32 517 CHF | 98,48% | 98,48% |
13/08/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 918 CHF | 32 949 CHF | 96,32% | 96,32% |
12/08/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 366 CHF | 35 104 CHF | 100,00% | 100,00% |
09/08/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 80 000 | 25 000 | 73 689 | 25 000 | 52 824 CHF | 18 194 CHF | 100,00% | 100,00% |
08/08/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 70 000 | 25 000 | 70 514 | 25 000 | 54 336 CHF | 19 535 CHF | 97,95% | 97,95% |
07/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 70 000 | 25 000 | 67 503 | 25 000 | 55 489 CHF | 20 821 CHF | 100,00% | 100,00% |
06/08/2024 | 2,81% | 0,81 CHF | 0,83 CHF | 25 000 | 25 000 | 18 854 | 18 854 | 15 127 CHF | 15 528 CHF | 99,24% | 99,24% |
02/08/2024 | 4,23% | 0,66 CHF | 0,69 CHF | 80 000 | 10 000 | 80 000 | 10 000 | 54 756 CHF | 7 140 CHF | 99,11% | 99,11% |
31/07/2024 | 1,45% | 0,80 CHF | 0,81 CHF | 70 000 | 25 000 | 70 000 | 24 661 | 55 014 CHF | 19 670 CHF | 30,67% | 30,67% |