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 | 2,12% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 64 259 | 26 813 | 54 111 CHF | 23 375 CHF | 76,03% | 76,03% |
14/08/2024 | 1,75% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 52 912 | 28 973 | 51 917 CHF | 28 209 CHF | 53,19% | 53,19% |
13/08/2024 | 1,45% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 48 756 | 29 888 | 58 272 CHF | 35 524 CHF | 91,20% | 91,20% |
12/08/2024 | 1,33% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 37 087 | 59 702 CHF | 45 005 CHF | 31,57% | 31,57% |
09/08/2024 | 1,22% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 42 260 | 29 109 | 60 483 CHF | 40 858 CHF | 89,14% | 90,20% |
08/08/2024 | 2,12% | 1,71 CHF | 1,75 CHF | 5 000 | 5 000 | 14 624 | 11 764 | 31 074 CHF | 25 025 CHF | 65,67% | 65,67% |
07/08/2024 | 0,86% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 35 847 | 31 641 | 75 231 CHF | 67 098 CHF | 72,73% | 72,73% |
06/08/2024 | 0,86% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 34 328 | 29 948 | 70 773 CHF | 62 161 CHF | 98,03% | 98,03% |
02/08/2024 | 0,96% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 35 146 | 29 609 | 67 093 CHF | 57 255 CHF | 81,29% | 81,29% |
30/07/2024 | 0,94% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 34 275 | 28 735 | 66 931 CHF | 56 704 CHF | 97,92% | 97,92% |