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 | 1,34% | 0,70 CHF | 0,71 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 50 611 CHF | 51 293 CHF | 100,00% | 100,00% |
14/08/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 472 CHF | 54 172 CHF | 99,25% | 99,25% |
13/08/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 577 CHF | 55 277 CHF | 100,00% | 100,00% |
12/08/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 759 CHF | 55 459 CHF | 99,14% | 99,14% |
09/08/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 55 307 CHF | 56 007 CHF | 99,99% | 99,99% |
08/08/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 56 406 CHF | 57 106 CHF | 99,97% | 99,97% |
07/08/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 55 435 CHF | 56 135 CHF | 99,96% | 99,96% |
06/08/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 70 000 | 70 000 | 72 538 | 72 538 | 61 773 CHF | 62 498 CHF | 99,88% | 99,88% |
02/08/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 70 000 | 70 000 | 65 746 | 65 746 | 47 657 CHF | 48 315 CHF | 99,95% | 99,95% |
30/07/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 33 220 CHF | 33 820 CHF | 100,00% | 100,00% |