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% | 1,25 CHF | 1,27 CHF | 40 000 | 25 000 | 47 922 | 24 736 | 57 239 CHF | 30 164 CHF | 98,45% | 98,45% |
14/08/2024 | 1,99% | 1,11 CHF | 1,13 CHF | 50 000 | 25 000 | 50 000 | 24 637 | 55 989 CHF | 28 144 CHF | 98,68% | 98,68% |
13/08/2024 | 2,18% | 1,05 CHF | 1,07 CHF | 50 000 | 25 000 | 53 880 | 25 000 | 53 831 CHF | 25 568 CHF | 96,98% | 96,98% |
12/08/2024 | 1,97% | 1,07 CHF | 1,09 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 786 CHF | 27 938 CHF | 100,00% | 100,00% |
09/08/2024 | 1,91% | 1,13 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 669 CHF | 28 372 CHF | 97,27% | 97,27% |
08/08/2024 | 1,58% | 1,03 CHF | 1,05 CHF | 50 000 | 25 000 | 58 308 | 25 000 | 53 301 CHF | 23 306 CHF | 97,44% | 97,44% |
07/08/2024 | 2,04% | 1,09 CHF | 1,11 CHF | 50 000 | 25 000 | 55 778 | 25 000 | 55 386 CHF | 25 410 CHF | 97,50% | 97,50% |
06/08/2024 | 1,99% | 0,87 CHF | 0,88 CHF | 60 000 | 25 000 | 67 298 | 18 769 | 54 714 CHF | 15 620 CHF | 97,90% | 97,90% |
02/08/2024 | 4,04% | 0,99 CHF | 1,04 CHF | 60 000 | 7 500 | 50 004 | 7 500 | 57 987 CHF | 9 056 CHF | 95,05% | 95,05% |
31/07/2024 | 1,67% | 1,40 CHF | 1,42 CHF | 40 000 | 25 000 | 40 000 | 24 062 | 55 262 CHF | 33 760 CHF | 30,02% | 30,02% |