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 | 1,95% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 104 385 | 104 386 | 53 019 CHF | 54 063 CHF | 100,00% | 100,00% |
14/08/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 774 CHF | 52 774 CHF | 100,00% | 100,00% |
13/08/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 584 CHF | 55 584 CHF | 98,82% | 98,82% |
12/08/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 102 312 | 102 310 | 52 240 CHF | 53 262 CHF | 98,97% | 98,97% |
09/08/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 119 701 | 119 701 | 56 751 CHF | 57 948 CHF | 99,83% | 99,83% |
08/08/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 112 222 | 112 225 | 55 150 CHF | 56 274 CHF | 99,96% | 99,96% |
07/08/2024 | 2,09% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 119 746 | 119 745 | 56 620 CHF | 57 817 CHF | 99,43% | 99,43% |
06/08/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 370 CHF | 58 370 CHF | 99,62% | 99,62% |
02/08/2024 | 2,30% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 130 621 | 130 620 | 56 173 CHF | 57 479 CHF | 99,56% | 99,56% |
31/07/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 149 548 | 149 545 | 55 094 CHF | 56 589 CHF | 32,11% | 32,11% |