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 | 5,73% | 0,44 CHF | 0,46 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 8 953 CHF | 9 473 CHF | 99,07% | 99,07% |
14/08/2024 | 6,08% | 0,42 CHF | 0,44 CHF | 25 000 | 25 000 | 24 455 | 24 455 | 8 476 CHF | 8 987 CHF | 98,27% | 98,27% |
13/08/2024 | 18,84% | 0,35 CHF | 0,41 CHF | 1 250 | 1 250 | 1 250 | 1 250 | 387 CHF | 467 CHF | 59,65% | 59,65% |
12/08/2024 | 1,02% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 882 CHF | 53 423 CHF | 100,00% | 100,00% |
09/08/2024 | 1,03% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 905 CHF | 52 439 CHF | 100,00% | 100,00% |
08/08/2024 | 1,35% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 54 581 | 46 789 | 51 566 CHF | 44 843 CHF | 97,74% | 97,74% |
07/08/2024 | 1,04% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 51 988 | 50 000 | 52 868 CHF | 51 447 CHF | 94,19% | 94,19% |
06/08/2024 | 1,70% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 051 | 38 349 | 52 170 CHF | 33 973 CHF | 87,90% | 87,90% |
02/08/2024 | 3,35% | 0,95 CHF | 0,98 CHF | 60 000 | 10 000 | 59 806 | 10 000 | 57 779 CHF | 9 991 CHF | 97,19% | 97,19% |
31/07/2024 | 1,14% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 46 609 | 53 314 CHF | 50 289 CHF | 30,67% | 30,67% |