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 | 2,24% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 109 787 | 99 088 | 51 886 CHF | 48 022 CHF | 99,39% | 99,39% |
14/08/2024 | 2,31% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 97 096 | 97 096 | 50 931 CHF | 51 944 CHF | 94,64% | 94,64% |
13/08/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 106 657 | 99 958 | 52 596 CHF | 50 327 CHF | 91,89% | 91,89% |
12/08/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 110 016 | 100 000 | 52 316 CHF | 48 565 CHF | 99,93% | 99,93% |
09/08/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 888 CHF | 52 888 CHF | 99,64% | 99,64% |
08/08/2024 | 1,76% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 99 955 | 99 955 | 56 771 CHF | 57 771 CHF | 96,59% | 96,59% |
07/08/2024 | 1,77% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 992 CHF | 56 992 CHF | 99,70% | 99,70% |
06/08/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 351 CHF | 64 351 CHF | 97,88% | 97,88% |
02/08/2024 | 2,50% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 103 334 | 96 483 | 50 981 CHF | 48 783 CHF | 96,39% | 96,39% |
30/07/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 159 648 | 99 977 | 52 274 CHF | 33 739 CHF | 99,36% | 99,36% |