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 | 2,63% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 129 349 | 99 085 | 51 942 CHF | 40 855 CHF | 99,06% | 99,06% |
14/08/2024 | 2,79% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 117 470 | 97 183 | 50 966 CHF | 43 192 CHF | 97,59% | 97,59% |
13/08/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 109 953 | 99 959 | 52 281 CHF | 48 528 CHF | 92,80% | 92,80% |
12/08/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 874 | 100 000 | 51 437 CHF | 47 408 CHF | 100,00% | 100,00% |
09/08/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 604 | 100 000 | 51 613 CHF | 52 318 CHF | 98,74% | 98,74% |
08/08/2024 | 1,76% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 99 958 | 99 958 | 56 548 CHF | 57 548 CHF | 96,36% | 96,36% |
07/08/2024 | 1,79% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 105 | 100 000 | 55 695 CHF | 56 644 CHF | 99,99% | 99,99% |
06/08/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 896 CHF | 64 896 CHF | 98,75% | 98,75% |
02/08/2024 | 2,25% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 96 562 | 96 562 | 53 167 CHF | 54 183 CHF | 98,83% | 98,83% |
30/07/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 136 416 | 99 977 | 52 547 CHF | 39 548 CHF | 99,38% | 99,38% |