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 | 2,17% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 101 032 | 49 731 | 51 510 CHF | 25 918 CHF | 96,88% | 96,88% |
14/08/2024 | 2,18% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 392 | 49 475 | 51 220 CHF | 25 801 CHF | 97,28% | 97,28% |
13/08/2024 | 2,22% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 103 794 | 50 000 | 51 494 CHF | 25 399 CHF | 96,54% | 96,54% |
12/08/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 98 630 | 50 000 | 52 106 CHF | 26 980 CHF | 98,08% | 98,08% |
09/08/2024 | 1,89% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 377 | 50 000 | 53 306 CHF | 30 088 CHF | 99,85% | 99,85% |
08/08/2024 | 1,98% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 95 257 | 50 000 | 52 868 CHF | 28 410 CHF | 97,51% | 97,51% |
07/08/2024 | 1,66% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 82 362 | 50 000 | 53 728 CHF | 33 236 CHF | 95,79% | 95,79% |
06/08/2024 | 2,76% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 93 036 | 39 790 | 52 231 CHF | 22 941 CHF | 98,37% | 98,37% |
02/08/2024 | 5,01% | 0,64 CHF | 0,67 CHF | 80 000 | 10 000 | 79 299 | 10 000 | 54 567 CHF | 7 238 CHF | 98,46% | 98,46% |
31/07/2024 | 2,48% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 60 294 | 47 355 | 53 868 CHF | 43 504 CHF | 29,43% | 29,43% |