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 | 4,54% | 0,52 CHF | 0,55 CHF | 50 000 | 50 000 | 49 284 | 49 284 | 24 696 CHF | 25 838 CHF | 68,96% | 68,96% |
14/08/2024 | 4,79% | 0,47 CHF | 0,50 CHF | 50 000 | 50 000 | 48 832 | 48 832 | 22 925 CHF | 24 041 CHF | 97,35% | 97,35% |
13/08/2024 | 5,06% | 0,44 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 084 CHF | 22 179 CHF | 93,50% | 93,50% |
12/08/2024 | 4,95% | 0,43 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 258 CHF | 23 387 CHF | 86,30% | 86,30% |
09/08/2024 | 5,02% | 0,45 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 698 CHF | 23 868 CHF | 94,35% | 94,35% |
08/08/2024 | 5,40% | 0,43 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 432 CHF | 21 564 CHF | 83,13% | 83,13% |
07/08/2024 | 4,60% | 0,47 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 307 CHF | 24 402 CHF | 92,14% | 92,14% |
06/08/2024 | 6,36% | 0,40 CHF | 0,42 CHF | 50 000 | 50 000 | 41 346 | 41 346 | 16 726 CHF | 17 764 CHF | 80,94% | 80,94% |
02/08/2024 | 9,34% | 0,44 CHF | 0,49 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 5 119 CHF | 5 619 CHF | 54,16% | 54,16% |
31/07/2024 | 3,42% | 0,67 CHF | 0,69 CHF | 37 500 | 37 500 | 37 131 | 37 131 | 25 735 CHF | 26 629 CHF | 26,46% | 26,46% |