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 | 1,92% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 107 430 | 107 430 | 55 298 CHF | 56 373 CHF | 99,39% | 99,39% |
14/08/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 59 148 CHF | 60 398 CHF | 98,86% | 98,86% |
13/08/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 218 CHF | 57 468 CHF | 98,94% | 98,94% |
12/08/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 621 CHF | 59 871 CHF | 98,81% | 98,81% |
09/08/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 436 CHF | 57 686 CHF | 98,59% | 98,59% |
08/08/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 264 | 125 264 | 52 580 CHF | 53 833 CHF | 96,87% | 96,87% |
07/08/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 499 | 125 499 | 54 982 CHF | 56 237 CHF | 98,67% | 98,67% |
06/08/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 137 902 | 137 902 | 54 829 CHF | 56 208 CHF | 98,90% | 98,90% |
02/08/2024 | 1,89% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 104 389 | 104 389 | 54 743 CHF | 55 787 CHF | 95,31% | 95,31% |
30/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 091 CHF | 55 841 CHF | 99,39% | 99,39% |