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 | 1,84% | 0,58 CHF | 0,59 CHF | 84 857 | 75 000 | 85 142 | 73 950 | 47 290 CHF | 41 832 CHF | 99,18% | 99,18% |
14/08/2024 | 1,90% | 0,54 CHF | 0,55 CHF | 85 125 | 75 000 | 85 236 | 73 533 | 45 656 CHF | 40 129 CHF | 98,49% | 98,49% |
13/08/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 86 539 | 75 000 | 86 903 | 75 000 | 42 332 CHF | 37 289 CHF | 83,97% | 83,97% |
12/08/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 86 581 | 75 000 | 86 322 | 75 000 | 44 636 CHF | 39 536 CHF | 100,00% | 100,00% |
09/08/2024 | 3,62% | 0,45 CHF | 0,46 CHF | 87 813 | 75 000 | 87 929 | 75 000 | 39 168 CHF | 34 638 CHF | 99,87% | 99,87% |
08/08/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 87 383 | 75 000 | 86 769 | 75 000 | 40 977 CHF | 36 171 CHF | 97,95% | 97,95% |
07/08/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 85 394 | 75 000 | 84 949 | 75 000 | 45 765 CHF | 41 158 CHF | 100,00% | 100,00% |
06/08/2024 | 4,69% | 0,51 CHF | 0,53 CHF | 37 500 | 37 500 | 27 254 | 27 254 | 13 638 CHF | 14 235 CHF | 99,25% | 99,25% |
02/08/2024 | 6,90% | 0,58 CHF | 0,62 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 171 CHF | 6 611 CHF | 96,84% | 96,84% |
31/07/2024 | 3,02% | 0,77 CHF | 0,79 CHF | 37 500 | 37 500 | 34 323 | 34 323 | 26 385 CHF | 27 180 CHF | 28,64% | 28,64% |