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 | 1,58% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 83 204 | 74 196 | 52 723 CHF | 47 852 CHF | 98,37% | 98,37% |
14/08/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 081 | 73 486 | 51 278 CHF | 47 801 CHF | 98,49% | 98,49% |
13/08/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 409 CHF | 52 696 CHF | 97,09% | 97,09% |
12/08/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 165 CHF | 51 530 CHF | 100,00% | 100,00% |
09/08/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 115 CHF | 51 483 CHF | 100,00% | 100,00% |
08/08/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 171 CHF | 52 473 CHF | 96,70% | 96,70% |
07/08/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 810 | 75 000 | 52 335 CHF | 49 344 CHF | 100,00% | 100,00% |
06/08/2024 | 1,59% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 73 546 | 53 935 | 55 366 CHF | 41 361 CHF | 97,27% | 97,27% |
02/08/2024 | 3,69% | 0,70 CHF | 0,73 CHF | 80 000 | 20 000 | 80 217 | 20 000 | 52 394 CHF | 13 556 CHF | 96,10% | 96,10% |
30/07/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 619 | 75 000 | 51 981 CHF | 43 784 CHF | 96,72% | 96,72% |