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 | 1,39% | 2,44 CHF | 2,47 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 119 312 CHF | 120 974 CHF | 96,60% | 96,60% |
14/08/2024 | 1,53% | 2,32 CHF | 2,36 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 110 359 CHF | 112 050 CHF | 98,43% | 98,43% |
13/08/2024 | 1,55% | 2,18 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 232 CHF | 109 924 CHF | 96,35% | 96,35% |
12/08/2024 | 1,52% | 2,17 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 375 CHF | 110 038 CHF | 97,46% | 97,46% |
09/08/2024 | 1,56% | 2,10 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 279 CHF | 107 950 CHF | 99,69% | 99,69% |
08/08/2024 | 1,68% | 2,05 CHF | 2,09 CHF | 50 000 | 50 000 | 52 716 | 52 716 | 103 029 CHF | 104 753 CHF | 88,18% | 88,18% |
07/08/2024 | 1,11% | 2,19 CHF | 2,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 211 423 CHF | 213 790 CHF | 97,05% | 97,05% |
06/08/2024 | 1,47% | 1,97 CHF | 1,99 CHF | 100 000 | 100 000 | 79 628 | 79 628 | 156 827 CHF | 158 984 CHF | 71,68% | 71,68% |
02/08/2024 | 2,45% | 2,14 CHF | 2,20 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 117 CHF | 55 611 CHF | 0,65% | 0,65% |
31/07/2024 | 0,93% | 2,54 CHF | 2,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 252 715 CHF | 255 074 CHF | 22,36% | 22,36% |