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 | 1,70% | 0,63 CHF | 0,64 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 39 951 CHF | 40 634 CHF | 100,00% | 100,00% |
14/08/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 39 065 CHF | 39 765 CHF | 99,27% | 99,27% |
13/08/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 547 CHF | 38 247 CHF | 100,00% | 100,00% |
12/08/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 70 000 | 70 000 | 69 994 | 69 994 | 37 574 CHF | 38 274 CHF | 99,15% | 99,15% |
09/08/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 595 CHF | 37 295 CHF | 100,00% | 100,00% |
08/08/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 35 072 CHF | 35 772 CHF | 99,97% | 99,97% |
07/08/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 172 CHF | 36 872 CHF | 99,98% | 99,98% |
06/08/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 72 538 | 72 538 | 32 251 CHF | 32 976 CHF | 99,89% | 99,89% |
02/08/2024 | 1,66% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 65 748 | 65 748 | 39 386 CHF | 40 043 CHF | 99,93% | 99,93% |
30/07/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 48 026 CHF | 48 626 CHF | 100,00% | 100,00% |