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 | 1,64% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 536 CHF | 61 536 CHF | 100,00% | 100,00% |
14/08/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 620 CHF | 56 620 CHF | 100,00% | 100,00% |
13/08/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 006 | 100 006 | 52 162 CHF | 53 162 CHF | 98,88% | 98,88% |
12/08/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 116 825 | 116 826 | 56 524 CHF | 57 693 CHF | 98,94% | 98,94% |
09/08/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 664 CHF | 58 914 CHF | 100,00% | 100,00% |
08/08/2024 | 2,49% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 139 019 | 139 016 | 55 181 CHF | 56 569 CHF | 100,00% | 100,00% |
07/08/2024 | 2,52% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 135 160 | 135 161 | 52 877 CHF | 54 228 CHF | 99,40% | 99,40% |
06/08/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 172 582 | 172 582 | 54 475 CHF | 56 200 CHF | 99,58% | 99,58% |
02/08/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 121 135 | 121 140 | 58 246 CHF | 59 460 CHF | 99,76% | 99,76% |
31/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 581 CHF | 64 581 CHF | 32,11% | 32,11% |