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 | 1,05% | 0,97 CHF | 0,98 CHF | 60 000 | 25 000 | 60 000 | 24 609 | 57 942 CHF | 24 011 CHF | 93,01% | 93,01% |
14/08/2024 | 1,24% | 0,96 CHF | 0,97 CHF | 60 000 | 25 000 | 54 050 | 22 808 | 51 282 CHF | 21 872 CHF | 98,68% | 98,68% |
13/08/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 449 CHF | 22 937 CHF | 96,64% | 96,64% |
12/08/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 248 CHF | 23 270 CHF | 100,00% | 100,00% |
09/08/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 080 CHF | 22 783 CHF | 100,00% | 100,00% |
08/08/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 65 017 | 25 000 | 54 403 CHF | 21 186 CHF | 97,81% | 97,81% |
07/08/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 60 000 | 25 000 | 61 163 | 25 000 | 51 908 CHF | 21 477 CHF | 99,11% | 99,11% |
06/08/2024 | 1,74% | 0,81 CHF | 0,82 CHF | 70 000 | 25 000 | 69 618 | 18 844 | 54 704 CHF | 14 997 CHF | 99,34% | 99,34% |
02/08/2024 | 3,00% | 0,90 CHF | 0,93 CHF | 60 000 | 5 000 | 55 300 | 5 000 | 54 303 CHF | 5 074 CHF | 97,26% | 97,26% |
31/07/2024 | 1,23% | 1,06 CHF | 1,08 CHF | 50 000 | 20 000 | 50 000 | 18 985 | 53 209 CHF | 20 425 CHF | 30,66% | 30,66% |