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 | 1,37% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 006 | 49 160 | 51 743 CHF | 36 812 CHF | 99,18% | 99,18% |
14/08/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 48 379 | 52 544 CHF | 36 799 CHF | 98,49% | 98,49% |
13/08/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 597 CHF | 37 355 CHF | 96,93% | 96,93% |
12/08/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 631 CHF | 39 522 CHF | 100,00% | 100,00% |
09/08/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 56 373 CHF | 20 383 CHF | 100,00% | 100,00% |
08/08/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 70 000 | 25 000 | 61 863 | 25 000 | 53 196 CHF | 21 784 CHF | 95,53% | 95,53% |
07/08/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 658 CHF | 23 024 CHF | 100,00% | 100,00% |
06/08/2024 | 2,57% | 0,90 CHF | 0,92 CHF | 25 000 | 25 000 | 18 853 | 18 853 | 16 792 CHF | 17 194 CHF | 99,25% | 99,25% |
02/08/2024 | 3,71% | 0,75 CHF | 0,78 CHF | 70 000 | 10 000 | 70 000 | 10 000 | 54 064 CHF | 8 016 CHF | 99,11% | 99,11% |
31/07/2024 | 1,35% | 0,88 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 24 661 | 52 399 CHF | 21 834 CHF | 30,67% | 30,67% |