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 | 1,18% | 0,82 CHF | 0,83 CHF | 69 284 | 20 000 | 63 333 | 19 659 | 53 655 CHF | 16 889 CHF | 99,20% | 99,20% |
14/08/2024 | 1,35% | 0,84 CHF | 0,85 CHF | 60 000 | 20 000 | 58 255 | 18 054 | 47 342 CHF | 14 975 CHF | 90,55% | 90,55% |
13/08/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 892 CHF | 31 646 CHF | 97,07% | 97,07% |
12/08/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 627 CHF | 30 013 CHF | 100,00% | 100,00% |
09/08/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 60 962 CHF | 30 681 CHF | 98,36% | 98,36% |
08/08/2024 | 0,58% | 1,62 CHF | 1,63 CHF | 40 000 | 20 000 | 31 369 | 20 000 | 53 886 CHF | 34 636 CHF | 95,50% | 95,50% |
07/08/2024 | 0,59% | 1,63 CHF | 1,64 CHF | 40 000 | 20 000 | 31 836 | 20 000 | 53 410 CHF | 33 803 CHF | 100,00% | 100,00% |
06/08/2024 | 0,69% | 1,73 CHF | 1,74 CHF | 30 000 | 20 000 | 30 000 | 14 734 | 52 316 CHF | 25 919 CHF | 96,45% | 96,45% |
02/08/2024 | 1,60% | 1,68 CHF | 1,70 CHF | 30 000 | 5 000 | 38 456 | 5 000 | 62 177 CHF | 8 227 CHF | 98,65% | 98,65% |
31/07/2024 | 0,75% | 1,45 CHF | 1,46 CHF | 40 000 | 20 000 | 40 000 | 17 878 | 58 141 CHF | 26 222 CHF | 30,58% | 30,58% |