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 | 1,58% | 0,62 CHF | 0,63 CHF | 75 000 | 75 000 | 74 475 | 74 475 | 47 129 CHF | 47 878 CHF | 99,18% | 99,18% |
14/08/2024 | 1,63% | 0,65 CHF | 0,66 CHF | 75 000 | 75 000 | 73 991 | 73 991 | 45 866 CHF | 46 615 CHF | 97,42% | 97,42% |
13/08/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 928 CHF | 44 678 CHF | 95,69% | 95,69% |
12/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 318 CHF | 45 068 CHF | 100,00% | 100,00% |
09/08/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 915 CHF | 44 665 CHF | 99,37% | 99,37% |
08/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 636 CHF | 41 386 CHF | 97,33% | 97,33% |
07/08/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 010 CHF | 40 760 CHF | 100,00% | 100,00% |
06/08/2024 | 2,25% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 64 723 | 64 723 | 32 579 CHF | 33 299 CHF | 98,89% | 98,89% |
02/08/2024 | 3,74% | 0,61 CHF | 0,64 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 12 867 CHF | 13 357 CHF | 98,93% | 98,93% |
31/07/2024 | 2,74% | 0,72 CHF | 0,74 CHF | 37 500 | 37 500 | 35 777 | 35 777 | 25 918 CHF | 26 631 CHF | 30,18% | 30,18% |