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 | 0,50% | 2,07 CHF | 2,08 CHF | 30 000 | 20 000 | 30 000 | 19 659 | 61 033 CHF | 40 187 CHF | 99,19% | 99,19% |
14/08/2024 | 0,54% | 2,05 CHF | 2,06 CHF | 30 000 | 20 000 | 27 702 | 18 187 | 57 137 CHF | 37 646 CHF | 97,18% | 97,18% |
13/08/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 884 CHF | 26 642 CHF | 97,07% | 97,07% |
12/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 56 149 CHF | 28 274 CHF | 100,00% | 100,00% |
09/08/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 838 CHF | 27 619 CHF | 98,36% | 98,36% |
08/08/2024 | 0,85% | 1,28 CHF | 1,29 CHF | 40 000 | 20 000 | 48 969 | 20 000 | 57 376 CHF | 23 676 CHF | 97,16% | 97,16% |
07/08/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 48 677 | 20 000 | 59 018 CHF | 24 477 CHF | 100,00% | 100,00% |
06/08/2024 | 1,07% | 1,17 CHF | 1,18 CHF | 50 000 | 20 000 | 50 000 | 14 861 | 57 413 CHF | 17 182 CHF | 99,16% | 99,16% |
02/08/2024 | 2,08% | 1,21 CHF | 1,24 CHF | 50 000 | 5 000 | 42 167 | 5 000 | 53 515 CHF | 6 493 CHF | 98,15% | 98,15% |
31/07/2024 | 0,75% | 1,45 CHF | 1,46 CHF | 40 000 | 20 000 | 40 000 | 17 867 | 58 136 CHF | 26 110 CHF | 30,42% | 30,42% |