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 | 1,39% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 76 411 | 49 115 | 54 703 CHF | 35 679 CHF | 94,15% | 94,15% |
14/08/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 79 988 | 48 324 | 56 244 CHF | 34 457 CHF | 98,67% | 98,67% |
13/08/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 060 CHF | 34 912 CHF | 95,71% | 95,71% |
12/08/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 75 381 | 50 000 | 53 978 CHF | 36 327 CHF | 100,00% | 100,00% |
09/08/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 375 | 50 000 | 50 979 CHF | 36 723 CHF | 84,20% | 84,20% |
08/08/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 79 762 | 50 000 | 55 938 CHF | 35 568 CHF | 97,66% | 97,66% |
07/08/2024 | 2,02% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 26 672 | 25 929 | 19 207 CHF | 19 041 CHF | 100,00% | 100,00% |
06/08/2024 | 1,57% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 37 439 | 54 489 CHF | 25 817 CHF | 97,35% | 97,35% |
02/08/2024 | 2,50% | 0,72 CHF | 0,74 CHF | 70 000 | 10 000 | 70 000 | 10 000 | 52 093 CHF | 7 630 CHF | 99,10% | 99,10% |
31/07/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 70 000 | 25 000 | 70 000 | 24 666 | 56 720 CHF | 20 230 CHF | 30,64% | 30,64% |