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 | 1,27% | 0,81 CHF | 0,82 CHF | 70 000 | 25 000 | 70 000 | 24 608 | 56 149 CHF | 19 987 CHF | 93,00% | 93,00% |
14/08/2024 | 1,48% | 0,80 CHF | 0,81 CHF | 70 000 | 25 000 | 62 798 | 22 808 | 49 346 CHF | 18 151 CHF | 98,68% | 98,68% |
13/08/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 084 CHF | 18 852 CHF | 97,07% | 97,07% |
12/08/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 139 CHF | 19 228 CHF | 100,00% | 100,00% |
09/08/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 281 | 25 000 | 51 917 CHF | 18 722 CHF | 100,00% | 100,00% |
08/08/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 54 030 CHF | 17 134 CHF | 97,18% | 97,18% |
07/08/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 79 734 | 25 000 | 54 638 CHF | 17 384 CHF | 100,00% | 100,00% |
06/08/2024 | 2,21% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 86 208 | 18 733 | 53 696 CHF | 11 867 CHF | 97,59% | 97,59% |
02/08/2024 | 3,73% | 0,73 CHF | 0,76 CHF | 70 000 | 5 000 | 65 456 | 5 000 | 53 549 CHF | 4 258 CHF | 99,12% | 99,12% |
31/07/2024 | 1,23% | 0,90 CHF | 0,91 CHF | 60 000 | 20 000 | 60 000 | 18 985 | 54 187 CHF | 17 328 CHF | 30,66% | 30,66% |