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 | 14,25% | 2,16 CHF | 2,33 CHF | 25 000 | 25 000 | 12 953 | 12 953 | 28 003 CHF | 31 616 CHF | 99,08% | 99,08% |
14/08/2024 | 14,97% | 2,00 CHF | 2,15 CHF | 25 000 | 25 000 | 19 890 | 19 890 | 34 350 CHF | 39 425 CHF | 85,03% | 85,03% |
13/08/2024 | 14,63% | 1,64 CHF | 1,76 CHF | 50 000 | 50 000 | 25 843 | 25 843 | 37 501 CHF | 42 419 CHF | 94,28% | 94,28% |
12/08/2024 | 15,28% | 1,48 CHF | 1,60 CHF | 50 000 | 50 000 | 25 385 | 25 385 | 35 048 CHF | 40 007 CHF | 99,11% | 99,11% |
09/08/2024 | 15,72% | 1,37 CHF | 1,48 CHF | 50 000 | 50 000 | 25 341 | 25 341 | 32 904 CHF | 37 657 CHF | 99,54% | 99,54% |
08/08/2024 | 15,88% | 1,26 CHF | 1,36 CHF | 50 000 | 50 000 | 29 915 | 29 915 | 32 132 CHF | 36 798 CHF | 95,90% | 95,90% |
07/08/2024 | 14,44% | 1,33 CHF | 1,42 CHF | 50 000 | 50 000 | 29 804 | 29 804 | 33 879 CHF | 38 403 CHF | 99,58% | 99,58% |
06/08/2024 | 15,24% | 0,93 CHF | 1,01 CHF | 75 000 | 75 000 | 35 234 | 35 234 | 31 618 CHF | 35 932 CHF | 98,45% | 98,45% |
02/08/2024 | 17,99% | 1,04 CHF | 1,16 CHF | 50 000 | 50 000 | 25 223 | 25 223 | 28 917 CHF | 33 828 CHF | 95,92% | 95,92% |
30/07/2024 | 14,81% | 1,44 CHF | 1,57 CHF | 50 000 | 50 000 | 25 280 | 25 280 | 38 293 CHF | 43 438 CHF | 98,97% | 98,97% |