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 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 90 718 | 49 862 | 51 554 CHF | 28 849 CHF | 97,78% | 97,78% |
14/08/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 92 287 | 49 506 | 51 917 CHF | 28 371 CHF | 98,49% | 98,49% |
13/08/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 271 CHF | 30 095 CHF | 97,09% | 97,09% |
12/08/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 886 CHF | 29 881 CHF | 100,00% | 100,00% |
09/08/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 039 CHF | 29 411 CHF | 100,00% | 100,00% |
08/08/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 475 CHF | 29 653 CHF | 96,70% | 96,70% |
07/08/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 94 192 | 75 000 | 52 579 CHF | 42 668 CHF | 99,99% | 99,99% |
06/08/2024 | 3,76% | 0,59 CHF | 0,61 CHF | 25 000 | 25 000 | 19 800 | 19 800 | 11 939 CHF | 12 374 CHF | 97,59% | 97,59% |
02/08/2024 | 7,45% | 0,37 CHF | 0,40 CHF | 112 668 | 10 000 | 113 686 | 10 000 | 41 830 CHF | 3 963 CHF | 97,93% | 97,93% |
31/07/2024 | 3,07% | 0,36 CHF | 0,37 CHF | 114 620 | 50 000 | 114 375 | 48 282 | 40 627 CHF | 17 692 CHF | 29,44% | 29,44% |