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 | 1,77% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 73 950 | 52 324 CHF | 49 227 CHF | 99,17% | 99,17% |
14/08/2024 | 1,95% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 805 | 72 788 | 51 158 CHF | 46 978 CHF | 65,32% | 65,32% |
13/08/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 86 539 | 75 000 | 86 959 | 75 000 | 50 914 CHF | 44 666 CHF | 80,14% | 80,14% |
12/08/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 86 581 | 75 000 | 85 449 | 75 000 | 52 605 CHF | 46 942 CHF | 89,23% | 89,23% |
09/08/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 87 813 | 75 000 | 87 936 | 75 000 | 47 965 CHF | 41 660 CHF | 99,87% | 99,87% |
08/08/2024 | 1,99% | 0,60 CHF | 0,61 CHF | 86 417 | 75 000 | 86 766 | 75 000 | 49 522 CHF | 43 670 CHF | 97,53% | 97,53% |
07/08/2024 | 1,99% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 686 | 75 000 | 51 344 CHF | 48 698 CHF | 93,27% | 93,27% |
06/08/2024 | 4,09% | 0,61 CHF | 0,63 CHF | 37 500 | 37 500 | 27 255 | 27 255 | 16 351 CHF | 16 960 CHF | 99,25% | 99,25% |
02/08/2024 | 5,77% | 0,68 CHF | 0,72 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 7 168 CHF | 7 594 CHF | 98,92% | 98,92% |
31/07/2024 | 2,63% | 0,87 CHF | 0,89 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 29 930 CHF | 30 708 CHF | 30,67% | 30,67% |