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 | 2,16% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 55 175 CHF | 56 378 CHF | 96,59% | 96,59% |
14/08/2024 | 2,42% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 49 622 CHF | 50 828 CHF | 98,43% | 98,43% |
13/08/2024 | 2,49% | 0,96 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 747 CHF | 48 952 CHF | 96,35% | 96,35% |
12/08/2024 | 2,54% | 0,96 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 901 CHF | 49 132 CHF | 97,46% | 97,46% |
09/08/2024 | 2,50% | 0,92 CHF | 0,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 536 CHF | 47 713 CHF | 99,67% | 99,67% |
08/08/2024 | 2,78% | 0,88 CHF | 0,91 CHF | 50 000 | 50 000 | 52 710 | 52 710 | 44 101 CHF | 45 321 CHF | 88,36% | 88,36% |
07/08/2024 | 1,40% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 781 CHF | 97 131 CHF | 96,49% | 96,49% |
06/08/2024 | 2,25% | 0,86 CHF | 0,88 CHF | 100 000 | 100 000 | 84 604 | 79 664 | 72 657 CHF | 69 853 CHF | 71,54% | 71,54% |
02/08/2024 | 4,24% | 0,95 CHF | 0,99 CHF | 60 000 | 25 000 | 52 728 | 25 000 | 52 775 CHF | 26 147 CHF | 81,19% | 81,19% |
31/07/2024 | 1,16% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 282 CHF | 125 730 CHF | 22,27% | 22,27% |