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 | 3,06% | 0,38 CHF | 0,40 CHF | 79 561 | 50 000 | 79 115 | 49 306 | 31 267 CHF | 20 081 CHF | 98,38% | 98,38% |
14/08/2024 | 3,62% | 0,39 CHF | 0,41 CHF | 78 714 | 50 000 | 78 944 | 48 403 | 29 728 CHF | 18 924 CHF | 98,49% | 98,49% |
13/08/2024 | 4,02% | 0,37 CHF | 0,38 CHF | 79 221 | 50 000 | 79 452 | 50 000 | 28 804 CHF | 18 874 CHF | 97,09% | 97,09% |
12/08/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 80 036 | 50 000 | 79 073 | 50 000 | 31 879 CHF | 20 767 CHF | 100,00% | 100,00% |
09/08/2024 | 3,52% | 0,45 CHF | 0,46 CHF | 78 102 | 50 000 | 78 163 | 50 000 | 34 655 CHF | 22 964 CHF | 100,00% | 100,00% |
08/08/2024 | 2,83% | 0,49 CHF | 0,51 CHF | 77 508 | 50 000 | 77 018 | 50 000 | 38 216 CHF | 25 521 CHF | 96,27% | 96,27% |
07/08/2024 | 2,29% | 0,52 CHF | 0,53 CHF | 77 234 | 50 000 | 77 010 | 50 000 | 38 870 CHF | 25 821 CHF | 100,00% | 100,00% |
06/08/2024 | 4,68% | 0,40 CHF | 0,42 CHF | 77 650 | 50 000 | 77 562 | 37 601 | 32 207 CHF | 16 398 CHF | 99,14% | 99,14% |
02/08/2024 | 8,77% | 0,57 CHF | 0,61 CHF | 75 776 | 10 000 | 78 405 | 10 000 | 34 563 CHF | 4 815 CHF | 92,74% | 92,74% |
31/07/2024 | 3,16% | 0,44 CHF | 0,45 CHF | 79 682 | 50 000 | 79 384 | 45 432 | 35 769 CHF | 21 049 CHF | 29,26% | 29,26% |