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 | 2,25% | 0,48 CHF | 0,49 CHF | 84 680 | 75 000 | 85 151 | 73 950 | 38 661 CHF | 34 333 CHF | 99,17% | 99,17% |
14/08/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 85 133 | 75 000 | 85 253 | 73 533 | 36 943 CHF | 32 606 CHF | 98,48% | 98,48% |
13/08/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 86 212 | 75 000 | 86 843 | 75 000 | 33 556 CHF | 29 734 CHF | 96,65% | 96,65% |
12/08/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 86 509 | 75 000 | 86 315 | 75 000 | 35 747 CHF | 31 815 CHF | 100,00% | 100,00% |
09/08/2024 | 3,36% | 0,35 CHF | 0,36 CHF | 87 820 | 75 000 | 87 932 | 75 000 | 30 219 CHF | 26 660 CHF | 99,87% | 99,87% |
08/08/2024 | 2,66% | 0,40 CHF | 0,41 CHF | 86 417 | 75 000 | 86 752 | 75 000 | 32 164 CHF | 28 559 CHF | 97,53% | 97,53% |
07/08/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 85 425 | 75 000 | 84 950 | 75 000 | 37 045 CHF | 33 459 CHF | 99,91% | 99,91% |
06/08/2024 | 5,85% | 0,41 CHF | 0,43 CHF | 37 500 | 37 500 | 27 255 | 27 255 | 10 855 CHF | 11 451 CHF | 99,25% | 99,25% |
02/08/2024 | 8,06% | 0,48 CHF | 0,52 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 5 161 CHF | 5 594 CHF | 98,22% | 98,22% |
31/07/2024 | 3,40% | 0,67 CHF | 0,69 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 23 023 CHF | 23 801 CHF | 30,67% | 30,67% |