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 | 3,11% | 0,78 CHF | 0,80 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 37 372 CHF | 38 547 CHF | 96,59% | 96,59% |
14/08/2024 | 3,72% | 0,69 CHF | 0,71 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 31 505 CHF | 32 689 CHF | 98,43% | 98,43% |
13/08/2024 | 4,04% | 0,59 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 209 CHF | 30 414 CHF | 96,14% | 96,14% |
12/08/2024 | 4,07% | 0,59 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 414 CHF | 30 634 CHF | 97,46% | 97,46% |
09/08/2024 | 4,05% | 0,55 CHF | 0,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 515 CHF | 29 692 CHF | 99,69% | 99,69% |
08/08/2024 | 4,77% | 0,52 CHF | 0,55 CHF | 50 000 | 50 000 | 53 800 | 52 711 | 25 479 CHF | 26 208 CHF | 88,16% | 88,16% |
07/08/2024 | 2,27% | 0,63 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 023 CHF | 60 377 CHF | 97,32% | 97,32% |
06/08/2024 | 3,70% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 101 691 | 79 237 | 51 914 CHF | 41 922 CHF | 70,33% | 70,33% |
02/08/2024 | 6,71% | 0,59 CHF | 0,63 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 47 229 CHF | 16 836 CHF | 78,08% | 78,08% |
31/07/2024 | 1,70% | 0,87 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 740 CHF | 88 225 CHF | 22,25% | 22,25% |