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 | 2,51% | 1,01 CHF | 1,04 CHF | 50 000 | 50 000 | 58 078 | 49 128 | 56 425 CHF | 49 015 CHF | 95,61% | 95,61% |
14/08/2024 | 2,52% | 0,98 CHF | 1,01 CHF | 60 000 | 50 000 | 59 918 | 48 308 | 57 559 CHF | 47 561 CHF | 97,75% | 97,75% |
13/08/2024 | 2,96% | 0,85 CHF | 0,88 CHF | 60 000 | 50 000 | 68 705 | 50 000 | 54 167 CHF | 40 657 CHF | 91,25% | 91,25% |
12/08/2024 | 2,85% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 63 697 | 50 000 | 53 610 CHF | 43 397 CHF | 88,78% | 88,78% |
09/08/2024 | 2,70% | 0,88 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 674 CHF | 45 953 CHF | 86,72% | 86,72% |
08/08/2024 | 3,04% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 67 741 | 50 000 | 54 499 CHF | 41 572 CHF | 95,74% | 95,74% |
07/08/2024 | 2,95% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 67 119 | 50 000 | 53 990 CHF | 41 550 CHF | 86,05% | 86,05% |
06/08/2024 | 4,16% | 0,69 CHF | 0,72 CHF | 80 000 | 50 000 | 83 066 | 37 921 | 53 300 CHF | 25 680 CHF | 86,60% | 86,60% |
02/08/2024 | 7,73% | 0,47 CHF | 0,51 CHF | 110 000 | 10 000 | 103 317 | 10 000 | 51 912 CHF | 5 438 CHF | 84,20% | 84,20% |
31/07/2024 | 3,79% | 0,61 CHF | 0,63 CHF | 90 000 | 50 000 | 87 088 | 44 359 | 53 886 CHF | 28 460 CHF | 28,58% | 28,58% |