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 | 1,59% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 49 174 | 51 311 CHF | 32 039 CHF | 99,06% | 99,06% |
14/08/2024 | 1,74% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 87 660 | 48 585 | 53 719 CHF | 30 323 CHF | 98,11% | 98,11% |
13/08/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 89 635 | 50 000 | 54 012 CHF | 30 635 CHF | 96,65% | 96,65% |
12/08/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 87 209 | 50 000 | 53 649 CHF | 31 282 CHF | 100,00% | 100,00% |
09/08/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 138 CHF | 30 021 CHF | 100,00% | 100,00% |
08/08/2024 | 2,53% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 80 768 | 43 817 | 42 320 CHF | 23 555 CHF | 97,83% | 97,83% |
07/08/2024 | 3,97% | 0,53 CHF | 0,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 371 CHF | 12 871 CHF | 100,00% | 100,00% |
06/08/2024 | 3,25% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 121 146 | 37 618 | 51 943 CHF | 16 678 CHF | 99,28% | 99,28% |
02/08/2024 | 6,19% | 0,46 CHF | 0,49 CHF | 110 000 | 10 000 | 107 629 | 10 000 | 52 283 CHF | 5 173 CHF | 99,11% | 99,11% |
31/07/2024 | 1,84% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 45 593 | 55 006 CHF | 28 364 CHF | 30,67% | 30,67% |