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 | 1,91% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 102 971 | 100 000 | 53 499 CHF | 53 055 CHF | 99,47% | 99,47% |
14/08/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 890 CHF | 56 890 CHF | 85,30% | 85,30% |
13/08/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 213 CHF | 59 213 CHF | 84,92% | 84,92% |
12/08/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 667 CHF | 57 667 CHF | 99,47% | 99,47% |
09/08/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 607 CHF | 59 607 CHF | 99,46% | 99,46% |
08/08/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 919 CHF | 62 919 CHF | 96,15% | 96,15% |
07/08/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 195 CHF | 61 195 CHF | 97,89% | 97,89% |
06/08/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 109 CHF | 66 109 CHF | 97,38% | 97,38% |
02/08/2024 | 1,85% | 0,59 CHF | 0,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 107 175 CHF | 109 175 CHF | 92,87% | 92,87% |
30/07/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 83 282 CHF | 85 282 CHF | 95,02% | 95,02% |