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 | 1,62% | 2,12 CHF | 2,15 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 103 711 CHF | 105 399 CHF | 96,60% | 96,60% |
14/08/2024 | 1,75% | 2,02 CHF | 2,05 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 95 775 CHF | 97 453 CHF | 98,43% | 98,43% |
13/08/2024 | 1,79% | 1,89 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 842 CHF | 95 539 CHF | 96,35% | 96,35% |
12/08/2024 | 1,77% | 1,88 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 009 CHF | 95 691 CHF | 97,40% | 97,40% |
09/08/2024 | 1,81% | 1,82 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 082 CHF | 93 765 CHF | 97,12% | 97,12% |
08/08/2024 | 1,39% | 1,78 CHF | 1,81 CHF | 50 000 | 50 000 | 52 721 | 52 721 | 89 523 CHF | 90 757 CHF | 88,03% | 88,03% |
07/08/2024 | 0,84% | 1,91 CHF | 1,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 184 859 CHF | 186 433 CHF | 97,04% | 97,04% |
06/08/2024 | 1,13% | 1,71 CHF | 1,73 CHF | 100 000 | 100 000 | 79 642 | 79 642 | 136 362 CHF | 137 739 CHF | 71,52% | 71,52% |
02/08/2024 | 2,73% | 1,85 CHF | 1,91 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 826 CHF | 49 524 CHF | 81,00% | 81,00% |
31/07/2024 | 1,06% | 2,24 CHF | 2,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 222 926 CHF | 225 299 CHF | 22,25% | 22,25% |