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 | 6,97% | 0,41 CHF | 0,44 CHF | 92 495 | 25 000 | 91 800 | 24 895 | 38 765 CHF | 11 270 CHF | 99,19% | 99,19% |
14/08/2024 | 7,07% | 0,43 CHF | 0,46 CHF | 91 292 | 25 000 | 91 433 | 24 791 | 38 579 CHF | 11 224 CHF | 98,68% | 98,68% |
13/08/2024 | 6,73% | 0,41 CHF | 0,44 CHF | 91 890 | 25 000 | 92 474 | 25 000 | 36 921 CHF | 10 677 CHF | 97,07% | 97,07% |
12/08/2024 | 7,23% | 0,40 CHF | 0,43 CHF | 92 839 | 25 000 | 92 870 | 25 000 | 36 498 CHF | 10 562 CHF | 100,00% | 100,00% |
09/08/2024 | 6,33% | 0,40 CHF | 0,43 CHF | 92 295 | 25 000 | 93 151 | 25 000 | 35 041 CHF | 10 021 CHF | 100,00% | 100,00% |
08/08/2024 | 8,03% | 0,36 CHF | 0,39 CHF | 93 481 | 25 000 | 93 863 | 25 000 | 31 609 CHF | 9 123 CHF | 97,78% | 97,78% |
07/08/2024 | 7,39% | 0,36 CHF | 0,39 CHF | 93 470 | 25 000 | 93 728 | 25 000 | 32 242 CHF | 9 262 CHF | 100,00% | 100,00% |
06/08/2024 | 12,35% | 0,31 CHF | 0,34 CHF | 93 864 | 25 000 | 94 147 | 22 948 | 28 591 CHF | 7 855 CHF | 99,35% | 99,35% |
02/08/2024 | 21,20% | 0,35 CHF | 0,44 CHF | 92 365 | 7 500 | 93 239 | 7 500 | 33 299 CHF | 3 314 CHF | 97,84% | 97,84% |
31/07/2024 | 6,82% | 0,47 CHF | 0,50 CHF | 91 347 | 25 000 | 91 335 | 24 322 | 42 964 CHF | 12 244 CHF | 30,67% | 30,67% |