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 | 2,23% | 1,03 CHF | 1,06 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 48 802 CHF | 49 898 CHF | 98,34% | 98,34% |
14/08/2024 | 2,44% | 0,95 CHF | 0,97 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 45 762 CHF | 46 886 CHF | 98,49% | 98,49% |
13/08/2024 | 2,74% | 0,88 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 363 CHF | 43 541 CHF | 97,10% | 97,10% |
12/08/2024 | 2,48% | 0,87 CHF | 0,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 250 CHF | 45 359 CHF | 100,00% | 100,00% |
09/08/2024 | 2,60% | 0,88 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 340 CHF | 45 509 CHF | 99,84% | 99,84% |
08/08/2024 | 2,86% | 0,84 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 899 CHF | 41 057 CHF | 96,25% | 96,25% |
07/08/2024 | 2,46% | 0,91 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 429 CHF | 45 534 CHF | 99,54% | 99,54% |
06/08/2024 | 3,62% | 0,76 CHF | 0,78 CHF | 50 000 | 50 000 | 39 622 | 39 622 | 30 035 CHF | 31 077 CHF | 97,85% | 97,85% |
02/08/2024 | 4,94% | 0,86 CHF | 0,91 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 9 935 CHF | 10 435 CHF | 97,33% | 97,33% |
31/07/2024 | 1,89% | 1,26 CHF | 1,28 CHF | 37 500 | 37 500 | 36 198 | 36 198 | 47 051 CHF | 47 944 CHF | 29,44% | 29,44% |