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 | 1,33% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 53 962 | 49 489 | 54 311 CHF | 50 586 CHF | 91,75% | 91,75% |
14/08/2024 | 1,50% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 52 616 | 45 964 | 50 683 CHF | 45 088 CHF | 93,39% | 93,39% |
13/08/2024 | 1,68% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 70 320 | 50 000 | 52 592 CHF | 38 038 CHF | 93,57% | 93,57% |
12/08/2024 | 1,67% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 706 CHF | 38 279 CHF | 99,60% | 99,60% |
09/08/2024 | 1,68% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 205 | 50 000 | 52 489 CHF | 38 019 CHF | 99,35% | 99,35% |
08/08/2024 | 1,76% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 77 598 | 50 000 | 53 036 CHF | 34 846 CHF | 95,34% | 95,34% |
07/08/2024 | 1,68% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 76 496 | 50 000 | 53 584 CHF | 35 675 CHF | 96,41% | 96,41% |
06/08/2024 | 2,82% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 90 014 | 40 109 | 52 632 CHF | 24 110 CHF | 94,94% | 94,94% |
02/08/2024 | 5,04% | 0,67 CHF | 0,71 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 23 346 CHF | 8 182 CHF | 93,39% | 93,39% |
31/07/2024 | 1,31% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 46 988 | 58 847 CHF | 55 987 CHF | 30,02% | 30,02% |