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 | 1,56% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 74 196 | 74 196 | 47 749 CHF | 48 495 CHF | 98,36% | 98,36% |
14/08/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 75 000 | 75 000 | 73 486 | 73 486 | 47 654 CHF | 48 398 CHF | 98,49% | 98,49% |
13/08/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 696 CHF | 53 446 CHF | 97,10% | 97,10% |
12/08/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 530 CHF | 52 280 CHF | 100,00% | 100,00% |
09/08/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 427 CHF | 52 177 CHF | 100,00% | 100,00% |
08/08/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 473 CHF | 53 223 CHF | 96,69% | 96,69% |
07/08/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 49 278 CHF | 50 028 CHF | 100,00% | 100,00% |
06/08/2024 | 1,65% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 54 418 | 54 418 | 41 651 CHF | 42 262 CHF | 99,55% | 99,55% |
02/08/2024 | 3,71% | 0,71 CHF | 0,73 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 13 237 CHF | 13 736 CHF | 98,50% | 98,50% |
30/07/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 784 CHF | 44 534 CHF | 96,72% | 96,72% |