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 | 0,77% | 3,26 CHF | 3,27 CHF | 50 000 | 50 000 | 28 330 | 26 956 | 93 052 CHF | 89 084 CHF | 76,53% | 76,53% |
14/08/2024 | 0,77% | 3,27 CHF | 3,28 CHF | 50 000 | 50 000 | 30 975 | 29 002 | 97 731 CHF | 92 157 CHF | 53,30% | 53,30% |
13/08/2024 | 0,84% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 30 537 | 29 917 | 90 282 CHF | 89 143 CHF | 91,03% | 91,03% |
12/08/2024 | 0,64% | 2,94 CHF | 2,95 CHF | 50 000 | 50 000 | 40 187 | 37 037 | 118 486 CHF | 109 657 CHF | 31,51% | 31,51% |
09/08/2024 | 0,97% | 2,97 CHF | 2,98 CHF | 50 000 | 50 000 | 30 315 | 29 289 | 82 895 CHF | 80 895 CHF | 90,08% | 90,08% |
08/08/2024 | 1,82% | 2,39 CHF | 2,43 CHF | 5 000 | 5 000 | 14 645 | 11 785 | 28 667 CHF | 23 764 CHF | 66,04% | 66,04% |
07/08/2024 | 1,20% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 35 810 | 31 594 | 71 920 CHF | 63 992 CHF | 72,98% | 72,98% |
06/08/2024 | 1,26% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 34 329 | 29 948 | 68 853 CHF | 60 810 CHF | 98,11% | 98,11% |
02/08/2024 | 1,10% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 35 063 | 29 495 | 78 095 CHF | 66 000 CHF | 80,88% | 80,88% |
30/07/2024 | 1,13% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 34 255 | 28 708 | 77 909 CHF | 65 843 CHF | 97,92% | 97,92% |