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 | 0,50% | 2,06 CHF | 2,07 CHF | 30 000 | 20 000 | 30 000 | 19 659 | 60 626 CHF | 39 921 CHF | 99,20% | 99,20% |
14/08/2024 | 0,54% | 2,03 CHF | 2,04 CHF | 30 000 | 20 000 | 27 702 | 18 187 | 56 759 CHF | 37 402 CHF | 97,18% | 97,18% |
13/08/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 280 CHF | 26 340 CHF | 97,07% | 97,07% |
12/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 542 CHF | 27 971 CHF | 100,00% | 100,00% |
09/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 279 CHF | 27 339 CHF | 96,32% | 96,32% |
08/08/2024 | 0,86% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 49 158 | 20 000 | 56 978 CHF | 23 417 CHF | 96,46% | 96,46% |
07/08/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 40 000 | 20 000 | 49 088 | 20 000 | 58 846 CHF | 24 197 CHF | 100,00% | 100,00% |
06/08/2024 | 1,09% | 1,15 CHF | 1,16 CHF | 50 000 | 20 000 | 50 000 | 14 725 | 56 799 CHF | 16 845 CHF | 96,57% | 96,57% |
02/08/2024 | 1,97% | 1,20 CHF | 1,22 CHF | 50 000 | 5 000 | 42 812 | 5 000 | 53 766 CHF | 6 419 CHF | 97,57% | 97,57% |
31/07/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 40 000 | 20 000 | 40 000 | 17 883 | 57 543 CHF | 25 860 CHF | 30,65% | 30,65% |