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 | 1,41% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 75 955 | 73 950 | 55 097 CHF | 54 420 CHF | 99,17% | 99,17% |
14/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 74 748 | 73 533 | 55 791 CHF | 55 641 CHF | 98,48% | 98,48% |
13/08/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 516 CHF | 60 266 CHF | 96,65% | 96,65% |
12/08/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 435 CHF | 58 185 CHF | 100,00% | 100,00% |
09/08/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 725 CHF | 63 475 CHF | 100,00% | 100,00% |
08/08/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 809 CHF | 61 559 CHF | 97,96% | 97,96% |
07/08/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 013 | 75 000 | 55 983 CHF | 56 724 CHF | 100,00% | 100,00% |
06/08/2024 | 3,19% | 0,77 CHF | 0,79 CHF | 37 500 | 37 500 | 27 255 | 27 255 | 21 107 CHF | 21 722 CHF | 99,25% | 99,25% |
02/08/2024 | 6,65% | 0,68 CHF | 0,72 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 392 CHF | 6 832 CHF | 98,89% | 98,89% |
31/07/2024 | 4,47% | 0,51 CHF | 0,53 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 17 639 CHF | 18 417 CHF | 30,67% | 30,67% |