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 | 2,60% | 0,94 CHF | 0,96 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 45 372 CHF | 46 563 CHF | 96,59% | 96,59% |
14/08/2024 | 2,99% | 0,85 CHF | 0,87 CHF | 50 000 | 50 000 | 48 845 | 48 845 | 38 907 CHF | 40 078 CHF | 97,15% | 97,15% |
13/08/2024 | 3,24% | 0,74 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 405 CHF | 37 604 CHF | 96,24% | 96,24% |
12/08/2024 | 3,12% | 0,73 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 635 CHF | 37 794 CHF | 97,46% | 97,46% |
09/08/2024 | 3,19% | 0,69 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 502 CHF | 36 654 CHF | 99,69% | 99,69% |
08/08/2024 | 3,83% | 0,66 CHF | 0,68 CHF | 50 000 | 50 000 | 52 733 | 52 733 | 31 617 CHF | 32 827 CHF | 87,61% | 87,61% |
07/08/2024 | 1,92% | 0,77 CHF | 0,79 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 660 CHF | 74 067 CHF | 96,21% | 96,21% |
06/08/2024 | 2,91% | 0,63 CHF | 0,65 CHF | 100 000 | 100 000 | 93 220 | 79 756 | 59 488 CHF | 52 312 CHF | 71,51% | 71,51% |
02/08/2024 | 5,45% | 0,73 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 079 CHF | 20 396 CHF | 78,96% | 78,96% |
31/07/2024 | 1,39% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 151 CHF | 104 594 CHF | 22,33% | 22,33% |