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 | 1,13% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 24 608 | 53 528 CHF | 22 200 CHF | 93,01% | 93,01% |
14/08/2024 | 1,33% | 0,89 CHF | 0,90 CHF | 60 000 | 25 000 | 54 050 | 22 808 | 47 333 CHF | 20 202 CHF | 98,68% | 98,68% |
13/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 65 416 | 25 000 | 54 413 CHF | 21 066 CHF | 97,08% | 97,08% |
12/08/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 60 067 | 25 000 | 50 876 CHF | 21 425 CHF | 100,00% | 100,00% |
09/08/2024 | 1,20% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 67 576 | 25 000 | 55 878 CHF | 20 936 CHF | 100,00% | 100,00% |
08/08/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 576 CHF | 19 384 CHF | 97,18% | 97,18% |
07/08/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 210 CHF | 19 611 CHF | 83,59% | 83,59% |
06/08/2024 | 1,95% | 0,74 CHF | 0,75 CHF | 70 000 | 25 000 | 76 101 | 18 844 | 54 235 CHF | 13 636 CHF | 99,35% | 99,35% |
02/08/2024 | 3,25% | 0,82 CHF | 0,85 CHF | 70 000 | 5 000 | 60 320 | 5 000 | 54 898 CHF | 4 703 CHF | 99,12% | 99,12% |
31/07/2024 | 1,13% | 0,99 CHF | 1,00 CHF | 60 000 | 20 000 | 56 970 | 18 985 | 56 538 CHF | 19 037 CHF | 30,66% | 30,66% |