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 | 2,49% | 0,48 CHF | 0,49 CHF | 194 000 | 194 000 | 88 458 | 88 458 | 37 462 CHF | 38 348 CHF | 99,90% | 99,90% |
14/08/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 200 000 | 200 000 | 88 443 | 88 443 | 32 000 CHF | 32 886 CHF | 99,46% | 99,46% |
13/08/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 89 506 | 89 506 | 32 934 CHF | 33 831 CHF | 100,00% | 100,00% |
12/08/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 89 392 | 89 392 | 34 201 CHF | 35 098 CHF | 99,08% | 99,08% |
09/08/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 200 000 | 200 000 | 89 559 | 89 559 | 32 046 CHF | 32 944 CHF | 98,38% | 98,38% |
08/08/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 65 574 | 65 574 | 22 271 CHF | 22 928 CHF | 99,95% | 99,95% |
07/08/2024 | 2,14% | 0,49 CHF | 0,50 CHF | 196 000 | 196 000 | 110 998 | 110 998 | 52 439 CHF | 53 550 CHF | 46,41% | 90,82% |
06/08/2024 | - | 0,51 CHF | - CHF | 196 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,99% |
02/08/2024 | 1,59% | 0,54 CHF | 0,55 CHF | 194 000 | 194 000 | 84 830 | 84 830 | 52 404 CHF | 53 253 CHF | 99,95% | 99,95% |
30/07/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 184 000 | 184 000 | 79 904 | 79 904 | 54 345 CHF | 55 145 CHF | 99,88% | 99,88% |