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 | 4,01% | 0,62 CHF | 0,65 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 29 957 CHF | 31 177 CHF | 96,58% | 96,58% |
14/08/2024 | 4,75% | 0,55 CHF | 0,57 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 24 808 CHF | 26 002 CHF | 98,43% | 98,43% |
13/08/2024 | 5,13% | 0,46 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 794 CHF | 23 992 CHF | 96,35% | 96,35% |
12/08/2024 | 4,95% | 0,46 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 017 CHF | 24 184 CHF | 97,46% | 97,46% |
09/08/2024 | 5,22% | 0,43 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 317 CHF | 23 512 CHF | 99,49% | 99,49% |
08/08/2024 | 6,17% | 0,41 CHF | 0,43 CHF | 50 000 | 50 000 | 55 849 | 52 714 | 20 293 CHF | 20 474 CHF | 88,25% | 88,25% |
07/08/2024 | 2,89% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 111 742 | 100 000 | 52 084 CHF | 48 080 CHF | 97,51% | 97,51% |
06/08/2024 | 4,69% | 0,39 CHF | 0,41 CHF | 130 000 | 100 000 | 131 353 | 79 598 | 52 185 CHF | 33 088 CHF | 71,58% | 71,58% |
02/08/2024 | 8,37% | 0,47 CHF | 0,51 CHF | 110 000 | 25 000 | 102 843 | 25 000 | 51 389 CHF | 13 596 CHF | 79,54% | 79,54% |
31/07/2024 | 2,11% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 424 CHF | 72 945 CHF | 22,33% | 22,33% |