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 | 2,88% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 138 354 | 99 088 | 50 738 CHF | 37 601 CHF | 99,38% | 99,38% |
14/08/2024 | 2,89% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 118 738 | 97 154 | 49 660 CHF | 41 664 CHF | 96,60% | 96,60% |
13/08/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 135 280 | 99 959 | 52 348 CHF | 39 709 CHF | 92,73% | 92,73% |
12/08/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 138 410 | 100 000 | 52 418 CHF | 38 888 CHF | 100,00% | 100,00% |
09/08/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 125 721 | 100 000 | 51 846 CHF | 42 266 CHF | 100,00% | 100,00% |
08/08/2024 | 2,16% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 114 433 | 99 954 | 52 593 CHF | 47 149 CHF | 95,25% | 95,25% |
07/08/2024 | 2,19% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 115 518 | 100 000 | 52 167 CHF | 46 346 CHF | 99,70% | 99,70% |
06/08/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 831 CHF | 53 832 CHF | 96,19% | 96,19% |
02/08/2024 | 3,07% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 127 288 | 96 537 | 50 485 CHF | 39 659 CHF | 98,24% | 98,24% |
30/07/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 219 494 | 99 977 | 50 563 CHF | 24 039 CHF | 99,38% | 99,38% |