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 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 103 542 | 99 088 | 50 657 CHF | 49 541 CHF | 99,38% | 99,38% |
14/08/2024 | 2,31% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 97 233 | 97 180 | 50 763 CHF | 51 751 CHF | 97,50% | 97,50% |
13/08/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 958 | 99 958 | 56 327 CHF | 57 327 CHF | 92,36% | 92,36% |
12/08/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 179 CHF | 56 179 CHF | 100,00% | 100,00% |
09/08/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 152 CHF | 61 152 CHF | 99,98% | 99,98% |
08/08/2024 | 1,52% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 99 954 | 99 954 | 65 402 CHF | 66 402 CHF | 95,22% | 95,22% |
07/08/2024 | 1,54% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 438 CHF | 65 438 CHF | 99,99% | 99,99% |
06/08/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 718 CHF | 73 718 CHF | 98,00% | 98,00% |
02/08/2024 | 1,94% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 96 523 | 96 523 | 61 636 CHF | 62 653 CHF | 97,86% | 97,86% |
30/07/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 787 | 99 977 | 51 999 CHF | 48 357 CHF | 99,35% | 99,35% |