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 | 1,14% | 2,16 CHF | 2,19 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 105 384 CHF | 106 591 CHF | 98,28% | 98,28% |
14/08/2024 | 1,25% | 2,05 CHF | 2,07 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 96 603 CHF | 97 805 CHF | 98,48% | 98,48% |
13/08/2024 | 1,28% | 1,89 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 897 CHF | 95 105 CHF | 97,08% | 97,08% |
12/08/2024 | 1,27% | 1,88 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 069 CHF | 95 266 CHF | 100,00% | 100,00% |
09/08/2024 | 1,28% | 1,81 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 822 CHF | 93 006 CHF | 99,82% | 99,82% |
08/08/2024 | 1,41% | 1,76 CHF | 1,78 CHF | 50 000 | 50 000 | 52 586 | 52 586 | 86 764 CHF | 87 975 CHF | 92,59% | 92,59% |
07/08/2024 | 0,77% | 1,89 CHF | 1,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 181 202 CHF | 182 603 CHF | 99,46% | 99,46% |
06/08/2024 | 1,19% | 1,66 CHF | 1,68 CHF | 100 000 | 100 000 | 79 436 | 79 436 | 131 319 CHF | 132 720 CHF | 97,34% | 97,34% |
02/08/2024 | 2,28% | 1,84 CHF | 1,89 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 674 CHF | 49 168 CHF | 96,45% | 96,45% |
31/07/2024 | 0,66% | 2,27 CHF | 2,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 226 237 CHF | 227 729 CHF | 22,30% | 22,30% |