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 | 1,40% | 0,67 CHF | 0,68 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 48 550 CHF | 49 233 CHF | 100,00% | 100,00% |
14/08/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 51 356 CHF | 52 056 CHF | 99,26% | 99,26% |
13/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 52 470 CHF | 53 170 CHF | 100,00% | 100,00% |
12/08/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 70 000 | 70 000 | 69 994 | 69 994 | 52 647 CHF | 53 347 CHF | 99,14% | 99,14% |
09/08/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 204 CHF | 53 904 CHF | 99,99% | 99,99% |
08/08/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 308 CHF | 55 008 CHF | 99,95% | 99,95% |
07/08/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 337 CHF | 54 037 CHF | 99,96% | 99,96% |
06/08/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 72 538 | 72 538 | 59 599 CHF | 60 324 CHF | 99,85% | 99,85% |
02/08/2024 | 1,43% | 0,73 CHF | 0,74 CHF | 70 000 | 70 000 | 65 748 | 65 748 | 45 725 CHF | 46 383 CHF | 99,91% | 99,91% |
30/07/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 31 487 CHF | 32 087 CHF | 99,99% | 99,99% |