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 | 1,84% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 96 258 | 49 160 | 52 513 CHF | 27 334 CHF | 99,17% | 99,17% |
14/08/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 93 877 | 48 379 | 52 437 CHF | 27 534 CHF | 98,48% | 98,48% |
13/08/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 98 520 | 50 000 | 53 616 CHF | 27 725 CHF | 96,93% | 96,93% |
12/08/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 007 | 50 000 | 52 877 CHF | 29 874 CHF | 100,00% | 100,00% |
09/08/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 87 024 | 25 000 | 53 256 CHF | 15 564 CHF | 100,00% | 100,00% |
08/08/2024 | 1,63% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 80 601 | 25 000 | 53 773 CHF | 16 985 CHF | 95,82% | 95,82% |
07/08/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 73 505 | 25 000 | 52 671 CHF | 18 188 CHF | 100,00% | 100,00% |
06/08/2024 | 3,26% | 0,71 CHF | 0,73 CHF | 25 000 | 25 000 | 18 853 | 18 853 | 13 159 CHF | 13 559 CHF | 99,25% | 99,25% |
02/08/2024 | 4,92% | 0,56 CHF | 0,59 CHF | 90 000 | 10 000 | 90 535 | 10 000 | 52 485 CHF | 6 091 CHF | 99,12% | 99,12% |
31/07/2024 | 1,69% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 80 000 | 24 661 | 54 457 CHF | 17 077 CHF | 30,67% | 30,67% |