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 | 4,22% | 0,71 CHF | 0,74 CHF | 80 000 | 25 000 | 80 000 | 24 895 | 55 981 CHF | 18 170 CHF | 99,20% | 99,20% |
14/08/2024 | 4,00% | 0,70 CHF | 0,72 CHF | 80 000 | 25 000 | 80 000 | 24 791 | 56 040 CHF | 18 073 CHF | 98,68% | 98,68% |
13/08/2024 | 3,81% | 0,71 CHF | 0,74 CHF | 80 000 | 25 000 | 72 205 | 25 000 | 52 444 CHF | 18 876 CHF | 97,07% | 97,07% |
12/08/2024 | 3,61% | 0,72 CHF | 0,75 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 51 305 CHF | 18 997 CHF | 100,00% | 100,00% |
09/08/2024 | 3,82% | 0,73 CHF | 0,76 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 667 CHF | 19 542 CHF | 100,00% | 100,00% |
08/08/2024 | 3,46% | 0,77 CHF | 0,80 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 55 379 CHF | 20 475 CHF | 97,79% | 97,79% |
07/08/2024 | 3,62% | 0,77 CHF | 0,80 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 833 CHF | 20 304 CHF | 100,00% | 100,00% |
06/08/2024 | 4,76% | 0,81 CHF | 0,84 CHF | 70 000 | 25 000 | 68 392 | 22 948 | 55 572 CHF | 19 577 CHF | 99,35% | 99,35% |
02/08/2024 | 11,50% | 0,72 CHF | 0,81 CHF | 70 000 | 7 500 | 73 297 | 7 500 | 52 584 CHF | 6 043 CHF | 97,84% | 97,84% |
31/07/2024 | 4,91% | 0,66 CHF | 0,69 CHF | 80 000 | 25 000 | 80 000 | 24 322 | 52 546 CHF | 16 773 CHF | 30,67% | 30,67% |