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 | 0,91% | 1,14 CHF | 1,15 CHF | 50 000 | 20 000 | 50 000 | 19 659 | 55 221 CHF | 21 905 CHF | 99,20% | 99,20% |
14/08/2024 | 0,99% | 1,11 CHF | 1,12 CHF | 50 000 | 20 000 | 45 206 | 18 187 | 51 152 CHF | 20 711 CHF | 97,18% | 97,18% |
13/08/2024 | 2,53% | 0,42 CHF | 0,43 CHF | 77 735 | 20 000 | 78 333 | 20 000 | 30 661 CHF | 8 030 CHF | 94,27% | 97,07% |
12/08/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 77 008 | 20 000 | 77 388 | 20 000 | 36 516 CHF | 9 639 CHF | 99,91% | 99,91% |
09/08/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 77 533 | 20 000 | 77 498 | 20 000 | 34 182 CHF | 9 023 CHF | 97,82% | 97,82% |
08/08/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 78 842 | 20 000 | 78 949 | 20 000 | 26 889 CHF | 7 013 CHF | 10,72% | 96,32% |
07/08/2024 | 3,48% | 0,34 CHF | 0,35 CHF | 79 050 | 20 000 | 79 380 | 20 000 | 22 537 CHF | 5 879 CHF | 99,42% | 99,42% |
06/08/2024 | 5,36% | 0,24 CHF | 0,25 CHF | 79 320 | 20 000 | 79 668 | 14 831 | 17 420 CHF | 3 355 CHF | 98,43% | 98,43% |
02/08/2024 | 7,09% | 0,28 CHF | 0,31 CHF | 79 234 | 5 000 | 79 177 | 5 000 | 27 195 CHF | 1 843 CHF | 98,23% | 98,23% |
31/07/2024 | 2,05% | 0,52 CHF | 0,53 CHF | 77 797 | 20 000 | 77 671 | 17 840 | 40 736 CHF | 9 498 CHF | 30,03% | 30,03% |