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 | 2,11% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 110 000 | 49 115 | 51 701 CHF | 23 569 CHF | 94,15% | 94,15% |
14/08/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 111 363 | 48 324 | 51 222 CHF | 22 714 CHF | 98,68% | 98,68% |
13/08/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 118 325 | 50 000 | 52 548 CHF | 22 715 CHF | 96,14% | 96,14% |
12/08/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 060 CHF | 24 164 CHF | 100,00% | 100,00% |
09/08/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 571 CHF | 24 396 CHF | 84,20% | 84,20% |
08/08/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 114 452 | 50 000 | 52 290 CHF | 23 358 CHF | 97,81% | 97,81% |
07/08/2024 | 3,25% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 28 159 | 25 929 | 13 380 CHF | 12 705 CHF | 100,00% | 100,00% |
06/08/2024 | 2,47% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 119 373 | 37 690 | 52 011 CHF | 16 738 CHF | 99,32% | 99,32% |
02/08/2024 | 3,70% | 0,48 CHF | 0,50 CHF | 110 000 | 10 000 | 102 264 | 10 000 | 51 224 CHF | 5 201 CHF | 97,99% | 97,99% |
31/07/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 90 000 | 24 666 | 50 923 CHF | 14 211 CHF | 30,64% | 30,64% |