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 | 0,51% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 49 379 | 49 174 | 98 920 CHF | 99 007 CHF | 99,06% | 99,06% |
14/08/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 48 923 | 48 595 | 96 731 CHF | 96 578 CHF | 98,83% | 98,83% |
13/08/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 239 CHF | 98 739 CHF | 96,65% | 96,65% |
12/08/2024 | 0,58% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 838 CHF | 99 411 CHF | 100,00% | 100,00% |
09/08/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 595 CHF | 98 095 CHF | 100,00% | 100,00% |
08/08/2024 | 0,74% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 43 818 | 43 818 | 82 647 CHF | 83 208 CHF | 97,83% | 97,83% |
07/08/2024 | 1,07% | 1,89 CHF | 1,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 46 429 CHF | 46 929 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 41 566 | 37 349 | 74 509 CHF | 67 442 CHF | 97,17% | 97,17% |
02/08/2024 | 1,76% | 1,82 CHF | 1,86 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 55 419 CHF | 18 802 CHF | 98,89% | 98,89% |
31/07/2024 | 0,68% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 46 609 | 45 593 | 91 771 CHF | 90 368 CHF | 30,67% | 30,67% |