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 | 1,74% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 92 858 | 49 810 | 52 725 CHF | 28 806 CHF | 92,55% | 92,55% |
14/08/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 49 267 | 52 227 CHF | 29 082 CHF | 98,48% | 98,48% |
13/08/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 393 CHF | 30 719 CHF | 96,93% | 96,93% |
12/08/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 045 CHF | 30 525 CHF | 100,00% | 100,00% |
09/08/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 238 CHF | 30 633 CHF | 100,00% | 100,00% |
08/08/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 89 919 | 50 000 | 53 944 CHF | 30 498 CHF | 97,95% | 97,95% |
07/08/2024 | 2,35% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 28 216 | 26 237 | 17 641 CHF | 16 877 CHF | 71,63% | 71,63% |
06/08/2024 | 1,81% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 89 666 | 39 757 | 54 791 CHF | 24 819 CHF | 99,25% | 99,25% |
02/08/2024 | 3,23% | 0,62 CHF | 0,64 CHF | 90 000 | 10 000 | 90 000 | 10 000 | 54 895 CHF | 6 299 CHF | 96,78% | 96,78% |
31/07/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 47 460 | 54 898 CHF | 26 527 CHF | 30,67% | 30,67% |