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 | 2,31% | 2,29 CHF | 2,32 CHF | 50 000 | 50 000 | 34 413 | 18 826 | 78 715 CHF | 43 937 CHF | 98,11% | 98,11% |
14/08/2024 | 1,89% | 2,12 CHF | 2,15 CHF | 50 000 | 50 000 | 37 498 | 29 568 | 85 758 CHF | 67 219 CHF | 40,37% | 40,37% |
13/08/2024 | 2,09% | 2,57 CHF | 2,60 CHF | 50 000 | 50 000 | 29 157 | 19 172 | 73 508 CHF | 49 317 CHF | 94,23% | 94,23% |
12/08/2024 | 2,07% | 2,56 CHF | 2,59 CHF | 50 000 | 50 000 | 26 550 | 18 733 | 67 928 CHF | 48 798 CHF | 99,13% | 99,13% |
09/08/2024 | 2,22% | 2,28 CHF | 2,31 CHF | 50 000 | 50 000 | 31 659 | 18 643 | 74 784 CHF | 44 550 CHF | 99,48% | 99,48% |
08/08/2024 | 2,33% | 2,47 CHF | 2,50 CHF | 50 000 | 50 000 | 34 497 | 18 995 | 79 485 CHF | 45 643 CHF | 95,09% | 95,09% |
07/08/2024 | 2,19% | 2,40 CHF | 2,43 CHF | 50 000 | 50 000 | 35 138 | 20 277 | 83 535 CHF | 49 480 CHF | 82,82% | 82,82% |
06/08/2024 | 2,40% | 2,20 CHF | 2,23 CHF | 50 000 | 50 000 | 33 552 | 17 104 | 74 759 CHF | 38 164 CHF | 93,65% | 93,65% |
02/08/2024 | 1,77% | 2,79 CHF | 2,82 CHF | 50 000 | 50 000 | 26 282 | 18 377 | 77 551 CHF | 54 426 CHF | 97,11% | 97,11% |
30/07/2024 | 1,61% | 3,22 CHF | 3,25 CHF | 50 000 | 50 000 | 26 438 | 18 584 | 87 423 CHF | 62 299 CHF | 98,99% | 98,99% |