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 | 2,14% | 0,67 CHF | 0,68 CHF | 79 561 | 50 000 | 79 124 | 49 305 | 52 002 CHF | 33 113 CHF | 98,38% | 98,38% |
14/08/2024 | 2,01% | 0,66 CHF | 0,67 CHF | 78 705 | 50 000 | 78 937 | 48 403 | 53 279 CHF | 33 290 CHF | 98,49% | 98,49% |
13/08/2024 | 2,25% | 0,68 CHF | 0,70 CHF | 79 221 | 50 000 | 78 448 | 50 000 | 54 002 CHF | 35 221 CHF | 97,09% | 97,09% |
12/08/2024 | 2,26% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 79 021 | 50 000 | 51 515 CHF | 33 338 CHF | 100,00% | 100,00% |
09/08/2024 | 2,80% | 0,61 CHF | 0,63 CHF | 78 147 | 50 000 | 78 163 | 50 000 | 47 910 CHF | 31 513 CHF | 100,00% | 100,00% |
08/08/2024 | 2,46% | 0,57 CHF | 0,58 CHF | 77 508 | 50 000 | 77 023 | 50 000 | 43 426 CHF | 28 887 CHF | 96,27% | 96,27% |
07/08/2024 | 2,90% | 0,54 CHF | 0,56 CHF | 77 198 | 50 000 | 77 007 | 50 000 | 42 770 CHF | 28 585 CHF | 99,47% | 99,47% |
06/08/2024 | 2,89% | 0,66 CHF | 0,67 CHF | 77 650 | 50 000 | 77 561 | 37 601 | 49 659 CHF | 24 670 CHF | 99,14% | 99,14% |
02/08/2024 | 7,09% | 0,47 CHF | 0,51 CHF | 75 809 | 10 000 | 78 418 | 10 000 | 46 774 CHF | 6 392 CHF | 91,71% | 91,71% |
31/07/2024 | 2,52% | 0,63 CHF | 0,64 CHF | 79 682 | 50 000 | 79 390 | 45 480 | 48 865 CHF | 28 762 CHF | 29,57% | 29,57% |