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 | 2,33% | 0,42 CHF | 0,43 CHF | 75 000 | 75 000 | 74 475 | 74 475 | 31 908 CHF | 32 659 CHF | 99,18% | 99,18% |
14/08/2024 | 2,37% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 74 002 | 74 002 | 31 067 CHF | 31 810 CHF | 98,48% | 98,48% |
13/08/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 906 CHF | 29 656 CHF | 95,69% | 95,69% |
12/08/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 29 309 CHF | 30 059 CHF | 100,00% | 100,00% |
09/08/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 541 CHF | 29 291 CHF | 99,37% | 99,37% |
08/08/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 235 CHF | 25 985 CHF | 97,33% | 97,33% |
07/08/2024 | 3,02% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 656 CHF | 25 406 CHF | 100,00% | 100,00% |
06/08/2024 | 4,05% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 64 746 | 64 746 | 19 347 CHF | 20 115 CHF | 99,14% | 99,14% |
02/08/2024 | 5,45% | 0,41 CHF | 0,44 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 8 851 CHF | 9 347 CHF | 98,94% | 98,94% |
31/07/2024 | 3,20% | 0,52 CHF | 0,53 CHF | 37 500 | 37 500 | 35 804 | 35 804 | 18 753 CHF | 19 354 CHF | 30,66% | 30,66% |