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 | 0,51% | 2,02 CHF | 2,03 CHF | 25 000 | 25 000 | 44 322 | 44 321 | 87 182 CHF | 87 623 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 905 CHF | 97 405 CHF | 100,00% | 100,00% |
13/08/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 996 CHF | 92 496 CHF | 98,89% | 98,89% |
12/08/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 204 CHF | 94 704 CHF | 99,03% | 99,03% |
09/08/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 297 CHF | 87 797 CHF | 99,81% | 99,81% |
08/08/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 892 CHF | 90 392 CHF | 100,00% | 100,00% |
07/08/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 340 CHF | 96 840 CHF | 99,46% | 99,46% |
06/08/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 900 CHF | 94 400 CHF | 99,56% | 99,56% |
02/08/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 172 CHF | 53 422 CHF | 99,82% | 99,82% |
31/07/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 60 370 CHF | 60 620 CHF | 32,10% | 32,10% |