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 | 1,20% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 74 528 | 73 950 | 63 668 CHF | 63 930 CHF | 99,18% | 99,18% |
14/08/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 74 243 | 73 533 | 64 906 CHF | 65 035 CHF | 98,48% | 98,48% |
13/08/2024 | 1,18% | 0,91 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 211 CHF | 70 032 CHF | 83,97% | 83,97% |
12/08/2024 | 1,44% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 964 CHF | 67 935 CHF | 100,00% | 100,00% |
09/08/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 475 CHF | 73 225 CHF | 100,00% | 100,00% |
08/08/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 559 CHF | 71 309 CHF | 97,95% | 97,95% |
07/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 724 CHF | 66 474 CHF | 100,00% | 100,00% |
06/08/2024 | 2,64% | 0,90 CHF | 0,92 CHF | 37 500 | 37 500 | 27 255 | 27 255 | 24 650 CHF | 25 246 CHF | 99,25% | 99,25% |
02/08/2024 | 5,55% | 0,81 CHF | 0,85 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 7 691 CHF | 8 130 CHF | 97,73% | 97,73% |
31/07/2024 | 3,41% | 0,64 CHF | 0,66 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 22 128 CHF | 22 864 CHF | 30,67% | 30,67% |