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 | 2,39% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 125 837 | 99 460 | 52 636 CHF | 42 646 CHF | 98,37% | 98,37% |
14/08/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 122 879 | 98 749 | 51 314 CHF | 42 279 CHF | 98,49% | 98,49% |
13/08/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 128 493 | 100 000 | 52 755 CHF | 42 068 CHF | 96,74% | 96,74% |
12/08/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 126 012 | 100 000 | 52 039 CHF | 42 319 CHF | 96,56% | 96,56% |
09/08/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 123 232 | 100 000 | 52 417 CHF | 43 577 CHF | 100,00% | 100,00% |
08/08/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 126 023 | 100 000 | 52 467 CHF | 42 679 CHF | 96,40% | 96,40% |
07/08/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 978 | 100 000 | 51 770 CHF | 43 812 CHF | 99,38% | 99,38% |
06/08/2024 | 5,31% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 39 710 | 39 710 | 16 682 CHF | 17 540 CHF | 99,56% | 99,56% |
02/08/2024 | 6,50% | 0,42 CHF | 0,45 CHF | 120 000 | 25 000 | 116 086 | 25 000 | 51 871 CHF | 11 936 CHF | 94,71% | 94,71% |
31/07/2024 | 2,12% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 97 089 | 54 097 CHF | 53 627 CHF | 29,81% | 29,81% |