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 | 1,53% | 0,62 CHF | 0,63 CHF | 69 297 | 20 000 | 69 496 | 19 659 | 45 808 CHF | 13 160 CHF | 99,20% | 99,20% |
14/08/2024 | 1,80% | 0,64 CHF | 0,65 CHF | 68 934 | 20 000 | 61 929 | 18 187 | 38 445 CHF | 11 533 CHF | 97,18% | 97,18% |
13/08/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 078 CHF | 27 739 CHF | 97,08% | 97,08% |
12/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 40 000 | 20 000 | 40 001 | 20 000 | 51 833 CHF | 26 116 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 131 CHF | 26 766 CHF | 98,36% | 98,36% |
08/08/2024 | 0,65% | 1,42 CHF | 1,43 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 025 CHF | 30 712 CHF | 96,20% | 96,20% |
07/08/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 337 CHF | 29 868 CHF | 100,00% | 100,00% |
06/08/2024 | 0,78% | 1,53 CHF | 1,54 CHF | 40 000 | 20 000 | 40 000 | 14 839 | 61 900 CHF | 23 185 CHF | 98,13% | 98,13% |
02/08/2024 | 1,85% | 1,48 CHF | 1,51 CHF | 40 000 | 5 000 | 40 000 | 5 000 | 56 907 CHF | 7 246 CHF | 98,19% | 98,19% |
31/07/2024 | 0,85% | 1,26 CHF | 1,27 CHF | 40 000 | 20 000 | 41 336 | 17 883 | 51 972 CHF | 22 747 CHF | 30,66% | 30,66% |