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 | 4,38% | 1,96 CHF | 2,01 CHF | 30 000 | 20 000 | 30 000 | 7 488 | 59 416 CHF | 15 118 CHF | 98,72% | 98,72% |
14/08/2024 | 4,47% | 1,86 CHF | 1,91 CHF | 30 000 | 20 000 | 30 000 | 7 687 | 57 773 CHF | 15 132 CHF | 85,67% | 85,67% |
13/08/2024 | 4,66% | 2,00 CHF | 2,05 CHF | 30 000 | 20 000 | 30 000 | 7 666 | 55 997 CHF | 15 227 CHF | 94,24% | 94,24% |
12/08/2024 | 5,59% | 1,83 CHF | 1,88 CHF | 30 000 | 30 000 | 37 584 | 11 912 | 58 031 CHF | 20 684 CHF | 87,29% | 87,29% |
09/08/2024 | 6,26% | 1,38 CHF | 1,43 CHF | 40 000 | 30 000 | 40 000 | 11 221 | 55 083 CHF | 16 226 CHF | 99,34% | 99,34% |
08/08/2024 | 6,87% | 1,31 CHF | 1,36 CHF | 40 000 | 30 000 | 44 920 | 11 353 | 56 216 CHF | 15 349 CHF | 96,06% | 96,06% |
07/08/2024 | 6,00% | 1,39 CHF | 1,44 CHF | 40 000 | 30 000 | 40 000 | 11 223 | 57 415 CHF | 16 774 CHF | 97,43% | 97,43% |
06/08/2024 | 6,51% | 1,35 CHF | 1,40 CHF | 40 000 | 30 000 | 40 000 | 11 083 | 53 302 CHF | 15 823 CHF | 96,57% | 96,57% |
02/08/2024 | 4,85% | 1,48 CHF | 1,53 CHF | 40 000 | 20 000 | 30 930 | 7 386 | 55 121 CHF | 13 438 CHF | 97,40% | 97,40% |
30/07/2024 | 5,13% | 1,70 CHF | 1,75 CHF | 30 000 | 20 000 | 30 021 | 7 383 | 51 038 CHF | 13 207 CHF | 98,55% | 98,55% |