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 | 1,46% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 66 998 | 49 594 | 54 424 CHF | 40 937 CHF | 97,74% | 97,74% |
14/08/2024 | 1,51% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 49 242 | 55 446 CHF | 39 586 CHF | 98,42% | 98,42% |
13/08/2024 | 1,50% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 75 202 | 50 000 | 53 611 CHF | 36 235 CHF | 96,74% | 96,74% |
12/08/2024 | 1,56% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 840 | 50 000 | 51 450 CHF | 36 895 CHF | 100,00% | 100,00% |
09/08/2024 | 1,57% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 71 718 | 50 000 | 51 861 CHF | 36 745 CHF | 98,14% | 98,14% |
08/08/2024 | 1,69% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 79 096 | 50 000 | 54 586 CHF | 35 110 CHF | 96,61% | 96,61% |
07/08/2024 | 1,57% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 76 153 | 50 000 | 53 530 CHF | 35 767 CHF | 98,52% | 98,52% |
06/08/2024 | 2,58% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 86 506 | 39 646 | 53 259 CHF | 24 925 CHF | 98,63% | 98,63% |
02/08/2024 | 4,22% | 0,79 CHF | 0,83 CHF | 70 000 | 10 000 | 65 383 | 10 000 | 54 480 CHF | 8 711 CHF | 96,53% | 96,53% |
31/07/2024 | 1,40% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 48 258 | 56 374 CHF | 45 992 CHF | 29,03% | 29,03% |