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 | 1,72% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 89 922 | 49 160 | 53 336 CHF | 29 643 CHF | 99,18% | 99,18% |
14/08/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 48 379 | 54 154 CHF | 29 603 CHF | 98,49% | 98,49% |
13/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 008 CHF | 29 949 CHF | 96,32% | 96,32% |
12/08/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 81 936 | 50 000 | 51 736 CHF | 32 087 CHF | 100,00% | 100,00% |
09/08/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 80 426 | 25 000 | 52 858 CHF | 16 686 CHF | 100,00% | 100,00% |
08/08/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 76 485 | 25 000 | 54 208 CHF | 18 025 CHF | 97,95% | 97,95% |
07/08/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 030 | 25 000 | 53 344 CHF | 19 294 CHF | 100,00% | 100,00% |
06/08/2024 | 3,10% | 0,75 CHF | 0,77 CHF | 25 000 | 25 000 | 18 880 | 18 880 | 14 015 CHF | 14 420 CHF | 97,13% | 97,13% |
02/08/2024 | 4,58% | 0,60 CHF | 0,63 CHF | 90 000 | 10 000 | 85 375 | 10 000 | 53 208 CHF | 6 532 CHF | 99,11% | 99,11% |
31/07/2024 | 1,57% | 0,74 CHF | 0,75 CHF | 70 000 | 25 000 | 72 108 | 24 661 | 52 293 CHF | 18 189 CHF | 30,67% | 30,67% |