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 | 2,41% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 49 557 | 49 557 | 48 457 CHF | 49 635 CHF | 96,43% | 96,43% |
14/08/2024 | 2,73% | 0,93 CHF | 0,95 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 43 392 CHF | 44 582 CHF | 98,43% | 98,43% |
13/08/2024 | 2,76% | 0,84 CHF | 0,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 641 CHF | 42 808 CHF | 96,35% | 96,35% |
12/08/2024 | 2,84% | 0,84 CHF | 0,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 756 CHF | 42 960 CHF | 97,43% | 97,43% |
09/08/2024 | 2,86% | 0,80 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 508 CHF | 41 682 CHF | 99,19% | 99,19% |
08/08/2024 | 3,19% | 0,77 CHF | 0,79 CHF | 50 000 | 50 000 | 52 714 | 52 714 | 38 241 CHF | 39 457 CHF | 88,14% | 88,14% |
07/08/2024 | 1,63% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 919 CHF | 85 295 CHF | 95,77% | 95,77% |
06/08/2024 | 2,60% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 88 031 | 79 526 | 65 882 CHF | 60 984 CHF | 71,19% | 71,19% |
02/08/2024 | 4,86% | 0,83 CHF | 0,87 CHF | 70 000 | 25 000 | 60 476 | 25 000 | 53 065 CHF | 23 038 CHF | 80,55% | 80,55% |
31/07/2024 | 1,32% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 336 CHF | 111 797 CHF | 22,36% | 22,36% |