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 | 1,80% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 74 919 | 74 597 | 59 587 CHF | 60 402 CHF | 98,38% | 98,38% |
14/08/2024 | 1,84% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 74 795 | 73 977 | 60 520 CHF | 60 967 CHF | 98,49% | 98,49% |
13/08/2024 | 1,73% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 076 CHF | 62 139 CHF | 97,09% | 97,09% |
12/08/2024 | 1,56% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 092 CHF | 66 116 CHF | 97,93% | 97,93% |
09/08/2024 | 1,58% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 934 CHF | 68 001 CHF | 100,00% | 100,00% |
08/08/2024 | 1,69% | 0,90 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 267 CHF | 67 399 CHF | 96,70% | 96,70% |
07/08/2024 | 1,67% | 0,92 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 967 CHF | 70 128 CHF | 99,05% | 99,05% |
06/08/2024 | 2,25% | 0,87 CHF | 0,89 CHF | 75 000 | 75 000 | 68 818 | 64 697 | 60 541 CHF | 58 153 CHF | 99,42% | 99,42% |
02/08/2024 | 4,96% | 0,86 CHF | 0,91 CHF | 60 000 | 20 000 | 61 357 | 20 000 | 51 942 CHF | 17 802 CHF | 95,43% | 95,43% |
31/07/2024 | 1,71% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 73 481 | 72 469 | 64 519 CHF | 64 709 CHF | 29,41% | 29,41% |