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 | 1,16% | 0,91 CHF | 0,92 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 58 538 CHF | 59 221 CHF | 100,00% | 100,00% |
14/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 58 189 CHF | 58 889 CHF | 99,27% | 99,27% |
13/08/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 56 606 CHF | 57 306 CHF | 100,00% | 100,00% |
12/08/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 56 576 CHF | 57 276 CHF | 99,13% | 99,13% |
09/08/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 55 629 CHF | 56 329 CHF | 100,00% | 100,00% |
08/08/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 859 CHF | 54 559 CHF | 99,96% | 99,96% |
07/08/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 989 CHF | 55 689 CHF | 99,98% | 99,98% |
06/08/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 72 541 | 72 541 | 51 575 CHF | 52 300 CHF | 99,91% | 99,91% |
02/08/2024 | 1,15% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 65 747 | 65 747 | 57 054 CHF | 57 711 CHF | 99,92% | 99,92% |
30/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 64 388 CHF | 64 988 CHF | 100,00% | 100,00% |