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 | 2,12% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 49 464 | 49 464 | 51 581 CHF | 52 682 CHF | 98,13% | 98,13% |
14/08/2024 | 2,19% | 1,00 CHF | 1,03 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 48 566 CHF | 49 630 CHF | 98,49% | 98,49% |
13/08/2024 | 2,54% | 0,94 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 199 CHF | 46 363 CHF | 97,10% | 97,10% |
12/08/2024 | 2,28% | 0,93 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 131 CHF | 48 218 CHF | 100,00% | 100,00% |
09/08/2024 | 2,38% | 0,94 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 223 CHF | 48 361 CHF | 98,69% | 98,69% |
08/08/2024 | 2,59% | 0,90 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 782 CHF | 43 905 CHF | 96,67% | 96,67% |
07/08/2024 | 2,29% | 0,97 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 305 CHF | 48 402 CHF | 99,67% | 99,67% |
06/08/2024 | 3,32% | 0,81 CHF | 0,84 CHF | 50 000 | 50 000 | 39 595 | 39 595 | 32 279 CHF | 33 304 CHF | 98,23% | 98,23% |
02/08/2024 | 4,67% | 0,92 CHF | 0,97 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 507 CHF | 11 007 CHF | 97,18% | 97,18% |
31/07/2024 | 1,82% | 1,32 CHF | 1,34 CHF | 37 500 | 37 500 | 36 204 | 36 204 | 49 128 CHF | 50 025 CHF | 29,57% | 29,57% |