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 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 91 737 | 49 863 | 51 660 CHF | 28 597 CHF | 98,38% | 98,38% |
14/08/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 92 539 | 49 506 | 51 796 CHF | 28 234 CHF | 98,49% | 98,49% |
13/08/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 833 CHF | 29 852 CHF | 96,74% | 96,74% |
12/08/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 707 | 50 000 | 52 807 CHF | 29 622 CHF | 100,00% | 100,00% |
09/08/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 598 CHF | 29 165 CHF | 100,00% | 100,00% |
08/08/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 182 CHF | 29 490 CHF | 96,70% | 96,70% |
07/08/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 94 761 | 75 000 | 52 603 CHF | 42 434 CHF | 100,00% | 100,00% |
06/08/2024 | 3,80% | 0,59 CHF | 0,61 CHF | 25 000 | 25 000 | 19 889 | 19 889 | 11 941 CHF | 12 381 CHF | 99,10% | 99,10% |
02/08/2024 | 7,51% | 0,36 CHF | 0,39 CHF | 112 497 | 10 000 | 113 693 | 10 000 | 41 452 CHF | 3 929 CHF | 98,57% | 98,57% |
31/07/2024 | 2,95% | 0,36 CHF | 0,37 CHF | 114 820 | 50 000 | 114 383 | 48 282 | 40 306 CHF | 17 530 CHF | 29,44% | 29,44% |