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 | 1,49% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 90 728 | 90 728 | 60 231 CHF | 61 139 CHF | 100,00% | 100,00% |
14/08/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 823 CHF | 64 823 CHF | 100,00% | 100,00% |
13/08/2024 | 1,78% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 875 CHF | 56 875 CHF | 98,96% | 98,96% |
12/08/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 719 CHF | 61 719 CHF | 99,11% | 99,11% |
09/08/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 103 141 | 103 143 | 51 807 CHF | 52 840 CHF | 99,82% | 99,82% |
08/08/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 699 CHF | 54 699 CHF | 100,00% | 100,00% |
07/08/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 96 857 | 96 857 | 62 615 CHF | 63 584 CHF | 99,46% | 99,46% |
06/08/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 337 CHF | 60 337 CHF | 99,60% | 99,60% |
02/08/2024 | 1,22% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 74 479 | 74 478 | 60 995 CHF | 61 739 CHF | 99,78% | 99,78% |
31/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 968 CHF | 55 468 CHF | 32,11% | 32,11% |