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 | 1,90% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 161 | 99 088 | 55 481 CHF | 56 450 CHF | 99,38% | 99,38% |
14/08/2024 | 1,99% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 97 155 | 97 155 | 59 142 CHF | 60 156 CHF | 96,61% | 96,61% |
13/08/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 99 959 | 99 959 | 57 732 CHF | 58 732 CHF | 92,80% | 92,80% |
12/08/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 920 CHF | 56 920 CHF | 100,00% | 100,00% |
09/08/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 317 CHF | 61 317 CHF | 100,00% | 100,00% |
08/08/2024 | 1,53% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 953 | 99 953 | 65 178 CHF | 66 178 CHF | 96,20% | 96,20% |
07/08/2024 | 1,54% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 431 CHF | 65 431 CHF | 99,83% | 99,83% |
06/08/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 862 CHF | 72 862 CHF | 97,38% | 97,38% |
02/08/2024 | 2,13% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 96 538 | 96 538 | 56 087 CHF | 57 104 CHF | 98,03% | 98,03% |
30/07/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 128 635 | 99 977 | 52 832 CHF | 42 071 CHF | 99,37% | 99,37% |