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 | 2,51% | 0,48 CHF | 0,49 CHF | 194 000 | 194 000 | 88 450 | 88 450 | 37 128 CHF | 38 015 CHF | 99,89% | 99,89% |
14/08/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 200 000 | 200 000 | 88 445 | 88 445 | 31 703 CHF | 32 589 CHF | 99,45% | 99,45% |
13/08/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 89 506 | 89 506 | 32 580 CHF | 33 477 CHF | 100,00% | 100,00% |
12/08/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 89 414 | 89 414 | 33 908 CHF | 34 805 CHF | 99,02% | 99,02% |
09/08/2024 | 2,75% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 89 553 | 89 553 | 31 678 CHF | 32 575 CHF | 98,37% | 98,37% |
08/08/2024 | 2,91% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 65 573 | 65 573 | 22 099 CHF | 22 756 CHF | 99,95% | 99,95% |
07/08/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 196 000 | 196 000 | 108 719 | 108 719 | 51 080 CHF | 52 169 CHF | 47,75% | 92,17% |
06/08/2024 | - | 0,51 CHF | - CHF | 196 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,97% |
02/08/2024 | - | 0,54 CHF | - CHF | 194 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,95% |
30/07/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 184 000 | 184 000 | 83 111 | 83 111 | 56 365 CHF | 57 197 CHF | 90,91% | 99,88% |