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 | 1,24% | 0,76 CHF | 0,77 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 55 078 CHF | 55 761 CHF | 100,00% | 100,00% |
14/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 57 947 CHF | 58 647 CHF | 99,27% | 99,27% |
13/08/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 59 039 CHF | 59 739 CHF | 100,00% | 100,00% |
12/08/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 69 995 | 69 995 | 59 232 CHF | 59 932 CHF | 99,15% | 99,15% |
09/08/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 59 744 CHF | 60 444 CHF | 99,98% | 99,98% |
08/08/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 60 882 CHF | 61 582 CHF | 99,99% | 99,99% |
07/08/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 59 963 CHF | 60 663 CHF | 99,98% | 99,98% |
06/08/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 70 000 | 70 000 | 72 541 | 72 541 | 66 337 CHF | 67 063 CHF | 99,96% | 99,96% |
02/08/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 65 748 | 65 748 | 51 918 CHF | 52 575 CHF | 99,93% | 99,93% |
30/07/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 37 189 CHF | 37 789 CHF | 99,98% | 99,98% |