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 | 1,86% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 990 | 98 687 | 53 539 CHF | 53 811 CHF | 99,18% | 99,18% |
14/08/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 108 073 | 98 003 | 52 810 CHF | 48 906 CHF | 98,49% | 98,49% |
13/08/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 470 | 100 000 | 51 254 CHF | 47 402 CHF | 96,32% | 96,32% |
12/08/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 176 | 100 000 | 51 793 CHF | 48 013 CHF | 100,00% | 100,00% |
09/08/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 115 193 | 100 000 | 52 268 CHF | 46 422 CHF | 100,00% | 100,00% |
08/08/2024 | 2,45% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 128 940 | 100 000 | 51 916 CHF | 41 291 CHF | 97,95% | 97,95% |
07/08/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 121 509 | 100 000 | 51 295 CHF | 43 230 CHF | 100,00% | 100,00% |
06/08/2024 | 2,94% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 127 973 | 79 512 | 51 979 CHF | 33 098 CHF | 99,24% | 99,24% |
02/08/2024 | 4,83% | 0,45 CHF | 0,47 CHF | 120 000 | 25 000 | 99 128 | 25 000 | 52 262 CHF | 13 891 CHF | 99,11% | 99,11% |
31/07/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 95 944 | 92 411 | 62 331 CHF | 60 991 CHF | 30,64% | 30,64% |