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 | 2,42% | 1,03 CHF | 1,05 CHF | 50 000 | 20 000 | 53 340 | 19 751 | 53 348 CHF | 20 255 CHF | 71,70% | 71,70% |
14/08/2024 | 2,69% | 1,03 CHF | 1,06 CHF | 50 000 | 20 000 | 55 035 | 19 577 | 53 232 CHF | 19 491 CHF | 96,89% | 96,89% |
13/08/2024 | 2,37% | 0,87 CHF | 0,89 CHF | 59 987 | 20 000 | 61 217 | 20 000 | 51 216 CHF | 17 144 CHF | 84,81% | 84,81% |
12/08/2024 | 2,74% | 0,79 CHF | 0,81 CHF | 63 353 | 20 000 | 62 750 | 20 000 | 50 555 CHF | 16 562 CHF | 87,57% | 87,57% |
09/08/2024 | 2,53% | 0,81 CHF | 0,83 CHF | 62 249 | 20 000 | 63 621 | 20 000 | 50 248 CHF | 16 205 CHF | 98,12% | 98,12% |
08/08/2024 | 2,68% | 0,75 CHF | 0,78 CHF | 66 283 | 20 000 | 66 273 | 20 000 | 49 744 CHF | 15 420 CHF | 97,96% | 97,96% |
07/08/2024 | 2,51% | 0,79 CHF | 0,81 CHF | 64 556 | 20 000 | 64 556 | 20 000 | 51 079 CHF | 16 228 CHF | 100,00% | 100,00% |
06/08/2024 | 3,73% | 0,75 CHF | 0,77 CHF | 65 825 | 20 000 | 66 082 | 15 882 | 49 187 CHF | 12 226 CHF | 98,75% | 98,75% |
02/08/2024 | 7,67% | 0,76 CHF | 0,83 CHF | 65 164 | 5 000 | 63 423 | 5 000 | 50 820 CHF | 4 329 CHF | 92,32% | 92,32% |
31/07/2024 | 2,56% | 0,97 CHF | 0,99 CHF | 59 000 | 20 000 | 59 571 | 18 221 | 56 301 CHF | 17 691 CHF | 30,67% | 30,67% |