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 | 1,98% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 532 | 49 305 | 51 355 CHF | 42 662 CHF | 98,38% | 98,38% |
14/08/2024 | 1,86% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 65 928 | 48 403 | 54 743 CHF | 41 028 CHF | 98,49% | 98,49% |
13/08/2024 | 1,42% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 67 975 | 50 000 | 55 751 CHF | 41 630 CHF | 97,09% | 97,09% |
12/08/2024 | 1,44% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 61 760 | 50 000 | 52 932 CHF | 43 529 CHF | 100,00% | 100,00% |
09/08/2024 | 1,51% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 985 CHF | 45 671 CHF | 100,00% | 100,00% |
08/08/2024 | 1,46% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 59 932 | 50 000 | 57 067 CHF | 48 312 CHF | 96,24% | 96,24% |
07/08/2024 | 1,69% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 497 CHF | 48 731 CHF | 99,47% | 99,47% |
06/08/2024 | 2,28% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 303 | 37 596 | 52 507 CHF | 33 521 CHF | 99,10% | 99,10% |
02/08/2024 | 4,37% | 1,03 CHF | 1,07 CHF | 50 000 | 10 000 | 59 386 | 10 000 | 53 196 CHF | 9 371 CHF | 90,51% | 90,51% |
31/07/2024 | 1,70% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 45 480 | 54 289 CHF | 41 769 CHF | 29,57% | 29,57% |