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 | 2,16% | 1,53 CHF | 1,56 CHF | 40 000 | 20 000 | 40 000 | 19 644 | 60 016 CHF | 30 117 CHF | 95,09% | 95,09% |
14/08/2024 | 2,16% | 1,54 CHF | 1,57 CHF | 40 000 | 20 000 | 40 000 | 19 475 | 58 907 CHF | 29 289 CHF | 98,48% | 98,48% |
13/08/2024 | 2,28% | 1,36 CHF | 1,39 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 273 CHF | 27 252 CHF | 96,93% | 96,93% |
12/08/2024 | 2,32% | 1,28 CHF | 1,31 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 002 CHF | 26 612 CHF | 100,00% | 100,00% |
09/08/2024 | 2,40% | 1,30 CHF | 1,33 CHF | 40 000 | 20 000 | 41 346 | 20 000 | 52 778 CHF | 26 176 CHF | 100,00% | 100,00% |
08/08/2024 | 1,76% | 1,23 CHF | 1,25 CHF | 50 000 | 20 000 | 49 681 | 20 000 | 60 823 CHF | 24 923 CHF | 97,96% | 97,96% |
07/08/2024 | 2,37% | 1,27 CHF | 1,30 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 50 788 CHF | 26 002 CHF | 97,69% | 97,69% |
06/08/2024 | 2,34% | 1,22 CHF | 1,25 CHF | 50 000 | 20 000 | 50 000 | 15 872 | 60 902 CHF | 19 740 CHF | 98,51% | 98,51% |
02/08/2024 | 5,51% | 1,24 CHF | 1,32 CHF | 50 000 | 5 000 | 41 837 | 5 000 | 53 645 CHF | 6 788 CHF | 98,77% | 98,77% |
31/07/2024 | 2,29% | 1,46 CHF | 1,49 CHF | 40 000 | 20 000 | 40 000 | 18 221 | 57 446 CHF | 26 799 CHF | 30,67% | 30,67% |