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 | 1,95% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 088 | 99 088 | 53 853 CHF | 54 857 CHF | 99,38% | 99,38% |
14/08/2024 | 2,41% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 102 631 | 97 096 | 50 785 CHF | 49 091 CHF | 94,64% | 94,64% |
13/08/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 99 958 | 99 958 | 52 863 CHF | 53 863 CHF | 91,56% | 91,56% |
12/08/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 815 CHF | 55 815 CHF | 100,00% | 100,00% |
09/08/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 160 | 100 000 | 50 984 CHF | 51 906 CHF | 99,97% | 99,97% |
08/08/2024 | 2,16% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 113 703 | 99 953 | 52 150 CHF | 47 073 CHF | 96,16% | 96,16% |
07/08/2024 | 2,11% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 111 375 | 100 000 | 52 255 CHF | 48 078 CHF | 100,00% | 100,00% |
06/08/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 339 | 100 000 | 52 176 CHF | 40 767 CHF | 98,90% | 98,90% |
02/08/2024 | 2,34% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 98 571 | 96 501 | 53 352 CHF | 53 414 CHF | 97,25% | 97,25% |
30/07/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 99 977 | 99 977 | 71 691 CHF | 72 692 CHF | 99,38% | 99,38% |