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 | 2,89% | 1,26 CHF | 1,29 CHF | 40 000 | 20 000 | 48 890 | 19 578 | 57 284 CHF | 23 620 CHF | 80,28% | 80,28% |
14/08/2024 | 3,23% | 1,21 CHF | 1,25 CHF | 49 084 | 20 000 | 40 059 | 17 517 | 43 901 CHF | 19 803 CHF | 49,73% | 49,73% |
13/08/2024 | 3,74% | 1,10 CHF | 1,15 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 026 CHF | 11 447 CHF | 73,34% | 73,34% |
12/08/2024 | 2,25% | 0,98 CHF | 1,00 CHF | 56 747 | 20 000 | 57 214 | 20 000 | 55 074 CHF | 19 692 CHF | 99,22% | 99,22% |
09/08/2024 | 2,26% | 0,93 CHF | 0,95 CHF | 58 008 | 20 000 | 58 093 | 20 000 | 54 169 CHF | 19 078 CHF | 99,92% | 99,92% |
08/08/2024 | 2,68% | 0,84 CHF | 0,87 CHF | 61 993 | 20 000 | 61 629 | 20 000 | 50 983 CHF | 16 997 CHF | 44,56% | 44,56% |
07/08/2024 | 3,33% | 0,93 CHF | 0,95 CHF | 58 300 | 20 000 | 11 850 | 10 383 | 10 655 CHF | 9 598 CHF | 96,45% | 96,45% |
06/08/2024 | 4,11% | 0,70 CHF | 0,72 CHF | 69 532 | 20 000 | 70 842 | 15 225 | 48 063 CHF | 10 760 CHF | 92,44% | 92,44% |
02/08/2024 | 8,81% | 0,65 CHF | 0,71 CHF | 70 462 | 5 000 | 66 701 | 5 000 | 48 844 CHF | 4 007 CHF | 75,80% | 75,80% |
31/07/2024 | 2,49% | 0,96 CHF | 0,98 CHF | 58 528 | 20 000 | 58 552 | 17 996 | 55 931 CHF | 17 604 CHF | 26,77% | 26,77% |