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 | 1,29% | 2,34 CHF | 2,37 CHF | 50 000 | 50 000 | 49 665 | 49 582 | 113 430 CHF | 114 698 CHF | 94,80% | 94,80% |
14/08/2024 | 1,32% | 2,25 CHF | 2,28 CHF | 50 000 | 50 000 | 49 394 | 49 242 | 110 104 CHF | 111 218 CHF | 98,48% | 98,48% |
13/08/2024 | 1,34% | 2,15 CHF | 2,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 179 CHF | 108 626 CHF | 96,40% | 96,40% |
12/08/2024 | 1,29% | 2,20 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 861 CHF | 112 302 CHF | 83,45% | 83,45% |
09/08/2024 | 1,30% | 2,21 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 670 CHF | 112 121 CHF | 95,38% | 95,38% |
08/08/2024 | 1,36% | 2,17 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 728 CHF | 107 173 CHF | 89,46% | 89,46% |
07/08/2024 | 1,31% | 2,21 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 789 CHF | 109 212 CHF | 92,84% | 92,84% |
06/08/2024 | 1,79% | 1,95 CHF | 1,97 CHF | 50 000 | 50 000 | 42 082 | 40 102 | 83 142 CHF | 80 469 CHF | 83,17% | 83,17% |
02/08/2024 | 3,06% | 2,21 CHF | 2,28 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 69 290 CHF | 23 814 CHF | 76,28% | 76,28% |
31/07/2024 | 1,16% | 2,75 CHF | 2,78 CHF | 50 000 | 50 000 | 48 208 | 48 208 | 132 875 CHF | 134 400 CHF | 28,26% | 28,26% |