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 | 2,00% | 1,10 CHF | 1,12 CHF | 50 000 | 20 000 | 50 000 | 19 659 | 53 863 CHF | 21 603 CHF | 99,18% | 99,18% |
14/08/2024 | 2,06% | 1,11 CHF | 1,13 CHF | 50 000 | 20 000 | 51 589 | 19 475 | 53 957 CHF | 20 814 CHF | 98,49% | 98,49% |
13/08/2024 | 2,29% | 0,95 CHF | 0,97 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 266 CHF | 18 848 CHF | 96,93% | 96,93% |
12/08/2024 | 2,28% | 0,88 CHF | 0,90 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 53 644 CHF | 18 293 CHF | 100,00% | 100,00% |
09/08/2024 | 2,31% | 0,90 CHF | 0,92 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 52 515 CHF | 17 914 CHF | 100,00% | 100,00% |
08/08/2024 | 2,48% | 0,84 CHF | 0,86 CHF | 69 579 | 20 000 | 65 135 | 20 000 | 54 191 CHF | 17 073 CHF | 54,69% | 54,69% |
07/08/2024 | 2,29% | 0,87 CHF | 0,89 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 52 302 CHF | 17 838 CHF | 100,00% | 100,00% |
06/08/2024 | 3,51% | 0,84 CHF | 0,86 CHF | 68 919 | 20 000 | 67 831 | 15 298 | 55 843 CHF | 12 998 CHF | 71,61% | 71,61% |
02/08/2024 | 6,91% | 0,85 CHF | 0,91 CHF | 67 852 | 5 000 | 60 882 | 5 000 | 53 792 CHF | 4 738 CHF | 88,05% | 88,05% |
31/07/2024 | 2,40% | 1,04 CHF | 1,06 CHF | 50 000 | 20 000 | 50 895 | 18 221 | 51 682 CHF | 18 980 CHF | 30,66% | 30,66% |