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 | 1,64% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 86 288 | 49 160 | 52 917 CHF | 30 670 CHF | 99,18% | 99,18% |
14/08/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 87 358 | 48 379 | 54 353 CHF | 30 615 CHF | 98,48% | 98,48% |
13/08/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 88 913 | 50 000 | 54 168 CHF | 30 974 CHF | 96,32% | 96,32% |
12/08/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 010 | 50 000 | 52 270 CHF | 33 165 CHF | 100,00% | 100,00% |
09/08/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 54 310 CHF | 17 222 CHF | 100,00% | 100,00% |
08/08/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 72 214 | 25 000 | 52 762 CHF | 18 552 CHF | 97,96% | 97,96% |
07/08/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 830 CHF | 19 832 CHF | 100,00% | 100,00% |
06/08/2024 | 2,93% | 0,77 CHF | 0,79 CHF | 25 000 | 25 000 | 18 853 | 18 853 | 14 389 CHF | 14 785 CHF | 99,24% | 99,24% |
02/08/2024 | 4,55% | 0,62 CHF | 0,65 CHF | 90 000 | 10 000 | 80 763 | 10 000 | 52 048 CHF | 6 747 CHF | 99,12% | 99,12% |
31/07/2024 | 1,45% | 0,76 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 24 661 | 52 286 CHF | 18 695 CHF | 30,67% | 30,67% |