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 | 1,69% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 49 682 | 49 153 | 70 385 CHF | 70 821 CHF | 98,35% | 98,35% |
14/08/2024 | 1,75% | 1,43 CHF | 1,45 CHF | 50 000 | 50 000 | 49 437 | 48 524 | 69 544 CHF | 69 444 CHF | 97,64% | 97,64% |
13/08/2024 | 1,88% | 1,30 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 989 CHF | 63 163 CHF | 97,07% | 97,07% |
12/08/2024 | 1,90% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 627 CHF | 65 868 CHF | 100,00% | 100,00% |
09/08/2024 | 1,82% | 1,34 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 210 CHF | 68 442 CHF | 98,71% | 98,71% |
08/08/2024 | 1,89% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 130 CHF | 64 337 CHF | 96,34% | 96,34% |
07/08/2024 | 1,86% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 991 CHF | 64 172 CHF | 75,37% | 75,37% |
06/08/2024 | 2,62% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 35 953 | 54 466 CHF | 40 533 CHF | 83,75% | 83,75% |
02/08/2024 | 4,70% | 0,91 CHF | 0,95 CHF | 60 000 | 10 000 | 60 000 | 10 000 | 56 800 CHF | 9 923 CHF | 83,11% | 83,11% |
31/07/2024 | 2,42% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 44 302 | 53 217 CHF | 48 237 CHF | 28,30% | 28,30% |