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 | 1,46% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 49 305 | 53 669 CHF | 44 738 CHF | 98,32% | 98,32% |
14/08/2024 | 1,38% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 412 | 48 668 | 52 509 CHF | 42 874 CHF | 98,49% | 98,49% |
13/08/2024 | 1,59% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 69 499 | 50 000 | 55 418 CHF | 40 526 CHF | 97,08% | 97,08% |
12/08/2024 | 1,40% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 61 423 | 50 000 | 51 788 CHF | 42 772 CHF | 100,00% | 100,00% |
09/08/2024 | 1,61% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 65 085 | 50 000 | 54 142 CHF | 42 312 CHF | 99,50% | 99,50% |
08/08/2024 | 1,60% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 107 CHF | 39 272 CHF | 96,40% | 96,40% |
07/08/2024 | 1,47% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 66 363 | 50 000 | 53 661 CHF | 41 215 CHF | 100,00% | 100,00% |
06/08/2024 | 2,27% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 982 | 37 591 | 53 825 CHF | 28 706 CHF | 97,95% | 97,95% |
02/08/2024 | 4,06% | 0,87 CHF | 0,91 CHF | 60 000 | 10 000 | 53 246 | 10 000 | 53 173 CHF | 10 445 CHF | 96,97% | 96,97% |
31/07/2024 | 1,16% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 49 851 | 45 340 | 60 490 CHF | 55 545 CHF | 27,63% | 27,63% |