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 | 1,47% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 74 475 | 74 475 | 50 878 CHF | 51 627 CHF | 99,18% | 99,18% |
14/08/2024 | 1,51% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 74 002 | 74 002 | 49 583 CHF | 50 332 CHF | 98,49% | 98,49% |
13/08/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 678 CHF | 48 428 CHF | 95,69% | 95,69% |
12/08/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 48 068 CHF | 48 818 CHF | 100,00% | 100,00% |
09/08/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 665 CHF | 48 415 CHF | 99,38% | 99,38% |
08/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 384 CHF | 45 134 CHF | 96,17% | 96,17% |
07/08/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 760 CHF | 44 510 CHF | 100,00% | 100,00% |
06/08/2024 | 2,05% | 0,55 CHF | 0,56 CHF | 75 000 | 75 000 | 64 726 | 64 726 | 35 817 CHF | 36 537 CHF | 98,93% | 98,93% |
02/08/2024 | 3,47% | 0,66 CHF | 0,69 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 13 866 CHF | 14 356 CHF | 99,05% | 99,05% |
31/07/2024 | 2,52% | 0,77 CHF | 0,79 CHF | 37 500 | 37 500 | 35 804 | 35 804 | 27 737 CHF | 28 441 CHF | 30,66% | 30,66% |