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 | 84 759 | 75 000 | 80 575 | 73 950 | 51 734 CHF | 48 246 CHF | 99,18% | 99,18% |
14/08/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 73 533 | 52 954 CHF | 49 464 CHF | 98,49% | 98,49% |
13/08/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 78 202 | 75 000 | 55 540 CHF | 54 046 CHF | 83,97% | 83,97% |
12/08/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 726 | 75 000 | 54 271 CHF | 51 815 CHF | 100,00% | 100,00% |
09/08/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 112 CHF | 56 862 CHF | 100,00% | 100,00% |
08/08/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 609 | 75 000 | 55 008 CHF | 55 329 CHF | 97,95% | 97,95% |
07/08/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 009 | 75 000 | 52 903 CHF | 50 342 CHF | 100,00% | 100,00% |
06/08/2024 | 3,83% | 0,68 CHF | 0,70 CHF | 37 500 | 37 500 | 27 254 | 27 254 | 18 743 CHF | 19 410 CHF | 99,24% | 99,24% |
02/08/2024 | 8,01% | 0,59 CHF | 0,64 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 5 531 CHF | 5 991 CHF | 97,73% | 97,73% |
31/07/2024 | 5,63% | 0,43 CHF | 0,45 CHF | 37 500 | 37 500 | 34 495 | 34 495 | 14 658 CHF | 15 491 CHF | 30,27% | 30,27% |