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 | 2,12% | 0,48 CHF | 0,49 CHF | 75 000 | 75 000 | 74 475 | 74 475 | 35 126 CHF | 35 876 CHF | 99,18% | 99,18% |
14/08/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 74 002 | 74 002 | 35 871 CHF | 36 617 CHF | 98,48% | 98,48% |
13/08/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 984 CHF | 39 734 CHF | 96,31% | 96,31% |
12/08/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 409 CHF | 39 159 CHF | 100,00% | 100,00% |
09/08/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 335 CHF | 40 085 CHF | 99,38% | 99,38% |
08/08/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 42 614 CHF | 43 364 CHF | 97,33% | 97,33% |
07/08/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 240 CHF | 43 990 CHF | 100,00% | 100,00% |
06/08/2024 | 2,12% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 64 693 | 64 693 | 39 232 CHF | 40 027 CHF | 98,60% | 98,60% |
02/08/2024 | 4,34% | 0,49 CHF | 0,51 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 9 244 CHF | 9 653 CHF | 99,11% | 99,11% |
31/07/2024 | 5,00% | 0,39 CHF | 0,41 CHF | 37 500 | 37 500 | 35 781 | 35 781 | 13 809 CHF | 14 512 CHF | 30,24% | 30,24% |