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 | 1,74% | 1,61 CHF | 1,64 CHF | 15 000 | 5 000 | 14 921 | 4 974 | 24 348 CHF | 8 258 CHF | 98,81% | 98,81% |
14/08/2024 | 1,38% | 1,61 CHF | 1,64 CHF | 15 000 | 5 000 | 14 845 | 4 948 | 22 221 CHF | 7 510 CHF | 98,68% | 98,68% |
13/08/2024 | 1,28% | 1,40 CHF | 1,42 CHF | 22 500 | 7 500 | 22 500 | 7 500 | 30 475 CHF | 10 289 CHF | 97,08% | 97,08% |
12/08/2024 | 1,33% | 1,34 CHF | 1,36 CHF | 22 500 | 7 500 | 22 432 | 7 486 | 29 966 CHF | 10 135 CHF | 100,00% | 100,00% |
09/08/2024 | 1,32% | 1,38 CHF | 1,40 CHF | 22 500 | 7 500 | 22 492 | 7 496 | 29 970 CHF | 10 121 CHF | 100,00% | 100,00% |
08/08/2024 | 1,58% | 1,25 CHF | 1,27 CHF | 40 000 | 7 500 | 48 443 | 7 500 | 55 345 CHF | 8 733 CHF | 96,71% | 96,71% |
07/08/2024 | 1,27% | 1,40 CHF | 1,43 CHF | 3 750 | 3 750 | 38 677 | 7 363 | 54 115 CHF | 10 432 CHF | 98,36% | 98,36% |
06/08/2024 | 2,05% | 1,14 CHF | 1,15 CHF | 50 000 | 7 500 | 32 391 | 5 428 | 37 899 CHF | 6 487 CHF | 98,27% | 98,27% |
02/08/2024 | 4,94% | 1,50 CHF | 1,58 CHF | 500 | 500 | 500 | 500 | 766 CHF | 805 CHF | 97,84% | 97,84% |
31/07/2024 | 2,30% | 1,76 CHF | 1,80 CHF | 2 500 | 2 500 | 2 436 | 2 436 | 4 257 CHF | 4 355 CHF | 30,13% | 30,13% |