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 | 3,66% | 0,42 CHF | 0,44 CHF | 80 769 | 50 000 | 80 827 | 49 160 | 35 908 CHF | 22 650 CHF | 99,17% | 99,17% |
14/08/2024 | 3,21% | 0,43 CHF | 0,44 CHF | 80 111 | 50 000 | 80 661 | 48 697 | 37 276 CHF | 23 235 CHF | 98,48% | 98,48% |
13/08/2024 | 2,79% | 0,54 CHF | 0,56 CHF | 82 087 | 50 000 | 82 463 | 50 000 | 46 141 CHF | 28 766 CHF | 96,93% | 96,93% |
12/08/2024 | 2,51% | 0,58 CHF | 0,59 CHF | 82 864 | 50 000 | 82 750 | 50 000 | 46 873 CHF | 29 042 CHF | 100,00% | 100,00% |
09/08/2024 | 2,57% | 0,60 CHF | 0,62 CHF | 82 837 | 50 000 | 82 334 | 50 000 | 50 641 CHF | 31 561 CHF | 99,90% | 99,90% |
08/08/2024 | 2,18% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 74 504 | 50 000 | 53 358 CHF | 36 680 CHF | 97,94% | 97,94% |
07/08/2024 | 2,32% | 0,63 CHF | 0,65 CHF | 80 000 | 50 000 | 79 948 | 50 000 | 53 261 CHF | 34 091 CHF | 100,00% | 100,00% |
06/08/2024 | 2,64% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 012 | 40 706 | 54 179 CHF | 32 506 CHF | 92,50% | 92,50% |
02/08/2024 | 7,60% | 0,73 CHF | 0,78 CHF | 70 000 | 10 000 | 81 361 | 10 000 | 50 393 CHF | 6 707 CHF | 98,03% | 98,03% |
31/07/2024 | 4,56% | 0,40 CHF | 0,42 CHF | 81 218 | 50 000 | 80 889 | 44 748 | 31 397 CHF | 18 213 CHF | 30,66% | 30,66% |