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 | 1,81% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 685 | 98 687 | 55 766 CHF | 56 193 CHF | 99,18% | 99,18% |
14/08/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 98 003 | 51 222 CHF | 51 194 CHF | 98,49% | 98,49% |
13/08/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 108 896 | 100 000 | 53 086 CHF | 49 762 CHF | 96,32% | 96,32% |
12/08/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 106 704 | 100 000 | 52 593 CHF | 50 316 CHF | 100,00% | 100,00% |
09/08/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 109 269 | 100 000 | 52 111 CHF | 48 706 CHF | 100,00% | 100,00% |
08/08/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 121 728 | 100 000 | 51 758 CHF | 43 542 CHF | 97,95% | 97,95% |
07/08/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 118 298 | 100 000 | 52 525 CHF | 45 426 CHF | 100,00% | 100,00% |
06/08/2024 | 2,90% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 146 | 76 846 | 51 652 CHF | 33 852 CHF | 87,82% | 87,82% |
02/08/2024 | 4,32% | 0,47 CHF | 0,50 CHF | 110 000 | 25 000 | 94 802 | 25 000 | 52 493 CHF | 14 507 CHF | 97,38% | 97,38% |
31/07/2024 | 1,59% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 95 944 | 92 411 | 64 635 CHF | 63 230 CHF | 30,64% | 30,64% |