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 | 1,70% | 1,63 CHF | 1,69 CHF | 10 000 | 10 000 | 47 065 | 25 288 | 58 761 CHF | 32 702 CHF | 81,92% | 81,92% |
14/08/2024 | 1,47% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 61 526 | 41 872 | 73 039 CHF | 50 068 CHF | 85,70% | 85,70% |
13/08/2024 | 1,69% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 62 613 | 41 440 | 64 485 CHF | 43 363 CHF | 88,20% | 88,20% |
12/08/2024 | 1,64% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 60 925 | 40 309 | 65 110 CHF | 43 320 CHF | 96,73% | 96,73% |
09/08/2024 | 6,65% | 1,04 CHF | 1,10 CHF | 10 000 | 10 000 | 3 997 | 3 997 | 4 020 CHF | 4 278 CHF | 99,20% | 99,20% |
08/08/2024 | 7,83% | 0,88 CHF | 0,94 CHF | 10 000 | 10 000 | 4 084 | 4 084 | 3 500 CHF | 3 763 CHF | 96,00% | 96,00% |
07/08/2024 | 7,14% | 1,01 CHF | 1,07 CHF | 10 000 | 10 000 | 3 604 | 3 604 | 3 390 CHF | 3 626 CHF | 93,11% | 93,11% |
06/08/2024 | 7,34% | 0,82 CHF | 0,88 CHF | 10 000 | 10 000 | 6 969 | 6 969 | 5 741 CHF | 6 175 CHF | 37,73% | 37,73% |
02/08/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
30/07/2024 | 0,73% | 2,28 CHF | 2,29 CHF | 100 000 | 100 000 | 46 925 | 40 071 | 114 536 CHF | 98 302 CHF | 99,01% | 99,01% |