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 | 1,68% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 99 108 | 98 687 | 73 464 CHF | 74 373 CHF | 99,18% | 99,18% |
14/08/2024 | 1,89% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 98 778 | 97 739 | 64 180 CHF | 64 697 CHF | 98,48% | 98,48% |
13/08/2024 | 2,16% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 077 CHF | 56 278 CHF | 96,32% | 96,32% |
12/08/2024 | 2,21% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 924 CHF | 54 108 CHF | 99,62% | 99,62% |
09/08/2024 | 2,56% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 105 048 | 100 000 | 52 032 CHF | 50 904 CHF | 98,34% | 98,34% |
08/08/2024 | 2,74% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 124 491 | 100 000 | 52 369 CHF | 43 319 CHF | 97,91% | 97,91% |
07/08/2024 | 2,41% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 110 339 | 100 000 | 52 135 CHF | 48 491 CHF | 99,98% | 99,98% |
06/08/2024 | 4,41% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 144 635 | 79 536 | 51 686 CHF | 29 443 CHF | 99,05% | 99,05% |
02/08/2024 | 7,60% | 0,44 CHF | 0,47 CHF | 120 000 | 25 000 | 115 269 | 25 000 | 52 198 CHF | 12 235 CHF | 97,41% | 97,41% |
31/07/2024 | 2,23% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 97 964 | 92 370 | 58 177 CHF | 56 009 CHF | 30,67% | 30,67% |