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 | 1,91% | 0,52 CHF | 0,53 CHF | 100 000 | 25 000 | 100 000 | 24 609 | 52 916 CHF | 13 275 CHF | 93,01% | 93,01% |
14/08/2024 | 2,12% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 87 181 | 22 808 | 47 402 CHF | 12 675 CHF | 98,68% | 98,68% |
13/08/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 52 963 CHF | 14 962 CHF | 97,08% | 97,08% |
12/08/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 90 190 | 25 000 | 51 746 CHF | 14 595 CHF | 100,00% | 100,00% |
09/08/2024 | 1,67% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 89 722 | 25 000 | 53 282 CHF | 15 099 CHF | 100,00% | 100,00% |
08/08/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 678 CHF | 16 712 CHF | 97,81% | 97,81% |
07/08/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 81 454 | 25 000 | 52 687 CHF | 16 433 CHF | 99,92% | 99,92% |
06/08/2024 | 2,01% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 75 000 | 18 563 | 52 943 CHF | 13 439 CHF | 95,01% | 95,01% |
02/08/2024 | 6,08% | 0,59 CHF | 0,62 CHF | 90 000 | 5 000 | 102 662 | 5 000 | 51 104 CHF | 2 655 CHF | 99,11% | 99,11% |
31/07/2024 | 2,63% | 0,44 CHF | 0,45 CHF | 108 112 | 20 000 | 107 942 | 18 985 | 47 572 CHF | 8 610 CHF | 30,66% | 30,66% |