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 | 0,53% | 1,95 CHF | 1,96 CHF | 30 000 | 20 000 | 30 000 | 19 659 | 57 396 CHF | 37 804 CHF | 99,19% | 99,19% |
14/08/2024 | 0,58% | 1,92 CHF | 1,93 CHF | 30 000 | 20 000 | 27 702 | 18 187 | 53 779 CHF | 35 442 CHF | 97,18% | 97,18% |
13/08/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 50 000 | 20 000 | 49 636 | 20 000 | 59 569 CHF | 24 210 CHF | 97,08% | 97,08% |
12/08/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 40 000 | 20 000 | 40 057 | 20 000 | 51 348 CHF | 25 839 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 40 000 | 20 000 | 44 242 | 20 000 | 55 189 CHF | 25 187 CHF | 98,36% | 98,36% |
08/08/2024 | 0,95% | 1,16 CHF | 1,17 CHF | 50 000 | 20 000 | 50 552 | 20 000 | 53 158 CHF | 21 245 CHF | 96,87% | 96,87% |
07/08/2024 | 0,91% | 1,15 CHF | 1,16 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 622 CHF | 22 049 CHF | 100,00% | 100,00% |
06/08/2024 | 1,23% | 1,04 CHF | 1,05 CHF | 50 000 | 20 000 | 50 199 | 14 878 | 51 522 CHF | 15 393 CHF | 98,39% | 98,39% |
02/08/2024 | 2,28% | 1,09 CHF | 1,12 CHF | 50 000 | 5 000 | 50 000 | 5 000 | 57 548 CHF | 5 887 CHF | 97,82% | 97,82% |
31/07/2024 | 0,82% | 1,33 CHF | 1,34 CHF | 40 000 | 20 000 | 40 000 | 17 830 | 53 240 CHF | 23 871 CHF | 29,90% | 29,90% |