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 | 2,34% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 49 159 | 52 934 CHF | 53 279 CHF | 99,08% | 99,08% |
14/08/2024 | 1,68% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 48 524 | 52 653 CHF | 51 937 CHF | 97,66% | 97,66% |
13/08/2024 | 1,52% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 987 CHF | 45 676 CHF | 96,35% | 96,35% |
12/08/2024 | 1,41% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 59 535 | 50 000 | 56 487 CHF | 48 133 CHF | 100,00% | 100,00% |
09/08/2024 | 1,38% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 54 231 | 50 000 | 54 117 CHF | 50 648 CHF | 100,00% | 100,00% |
08/08/2024 | 1,52% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 59 522 | 50 000 | 55 055 CHF | 46 985 CHF | 97,31% | 97,31% |
07/08/2024 | 1,44% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 59 986 | 50 000 | 55 497 CHF | 46 928 CHF | 94,63% | 94,63% |
06/08/2024 | 2,44% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 599 | 37 074 | 53 939 CHF | 29 351 CHF | 91,21% | 91,21% |
02/08/2024 | 6,18% | 0,60 CHF | 0,64 CHF | 90 000 | 10 000 | 83 181 | 10 000 | 52 564 CHF | 6 732 CHF | 84,92% | 84,92% |
31/07/2024 | 2,11% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 44 301 | 51 506 CHF | 33 225 CHF | 28,30% | 28,30% |