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% | 0,83 CHF | 0,86 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 43 591 CHF | 44 686 CHF | 98,34% | 98,34% |
14/08/2024 | 2,46% | 0,92 CHF | 0,94 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 45 432 CHF | 46 556 CHF | 98,49% | 98,49% |
13/08/2024 | 2,19% | 0,99 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 012 CHF | 52 139 CHF | 96,95% | 96,95% |
12/08/2024 | 2,32% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 183 CHF | 50 337 CHF | 100,00% | 100,00% |
09/08/2024 | 2,25% | 0,99 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 212 CHF | 50 332 CHF | 99,77% | 99,77% |
08/08/2024 | 2,05% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 718 CHF | 54 827 CHF | 96,68% | 96,68% |
07/08/2024 | 2,21% | 0,96 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 180 CHF | 50 277 CHF | 97,90% | 97,90% |
06/08/2024 | 2,43% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 39 528 | 39 528 | 43 935 CHF | 44 929 CHF | 97,48% | 97,48% |
02/08/2024 | 5,67% | 0,99 CHF | 1,04 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 8 636 CHF | 9 136 CHF | 96,43% | 96,43% |
31/07/2024 | 4,08% | 0,63 CHF | 0,65 CHF | 37 500 | 37 500 | 36 204 | 36 204 | 21 194 CHF | 22 056 CHF | 29,57% | 29,57% |