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 | - | 2,00 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 61,85% |
14/08/2024 | - | 2,03 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 53,29% |
13/08/2024 | - | 1,79 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 71,16% |
12/08/2024 | - | 1,71 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 31,58% |
09/08/2024 | 3,89% | 1,73 CHF | 1,45 CHF | 50 000 | 25 000 | 22 982 | 22 982 | 31 451 CHF | 32 693 CHF | 68,69% | 87,60% |
08/08/2024 | 5,12% | 1,19 CHF | 1,24 CHF | 50 000 | 50 000 | 33 222 | 33 222 | 37 609 CHF | 39 350 CHF | 57,02% | 57,02% |
07/08/2024 | 5,70% | 0,80 CHF | 0,86 CHF | 50 000 | 50 000 | 31 617 | 31 617 | 28 336 CHF | 30 003 CHF | 72,94% | 72,94% |
06/08/2024 | 5,52% | 0,96 CHF | 1,02 CHF | 50 000 | 50 000 | 29 896 | 29 896 | 28 567 CHF | 30 175 CHF | 97,83% | 97,83% |
02/08/2024 | 1,79% | 0,97 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 29 583 | 55 063 CHF | 32 649 CHF | 81,33% | 81,33% |
30/07/2024 | 0,91% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 50 769 | 28 732 | 55 532 CHF | 31 478 CHF | 97,98% | 97,98% |