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 | 1,93% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 99 077 | 74 196 | 51 597 CHF | 39 414 CHF | 98,36% | 98,36% |
14/08/2024 | 1,99% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 103 175 | 72 955 | 51 598 CHF | 37 221 CHF | 98,49% | 98,49% |
13/08/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 109 065 | 75 000 | 52 476 CHF | 36 848 CHF | 97,10% | 97,10% |
12/08/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 952 | 75 000 | 50 710 CHF | 38 432 CHF | 100,00% | 100,00% |
09/08/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 105 902 | 75 000 | 52 293 CHF | 37 827 CHF | 100,00% | 100,00% |
08/08/2024 | 2,10% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 110 187 | 75 000 | 51 883 CHF | 36 110 CHF | 96,70% | 96,70% |
07/08/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 102 472 | 75 000 | 52 376 CHF | 39 130 CHF | 100,00% | 100,00% |
06/08/2024 | 2,75% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 111 341 | 54 419 | 52 151 CHF | 25 845 CHF | 99,55% | 99,55% |
02/08/2024 | 5,60% | 0,46 CHF | 0,49 CHF | 110 000 | 20 000 | 103 949 | 20 000 | 51 894 CHF | 10 584 CHF | 96,85% | 96,85% |
30/07/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 94 402 | 75 000 | 52 504 CHF | 42 488 CHF | 96,72% | 96,72% |