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 | 1,88% | 0,56 CHF | 0,57 CHF | 79 981 | 50 000 | 79 265 | 49 597 | 44 503 CHF | 28 376 CHF | 98,38% | 98,38% |
14/08/2024 | 2,06% | 0,55 CHF | 0,56 CHF | 80 336 | 50 000 | 71 065 | 45 710 | 40 826 CHF | 26 909 CHF | 98,49% | 98,49% |
13/08/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 73 982 | 50 000 | 74 789 | 50 000 | 47 296 CHF | 32 150 CHF | 96,74% | 96,74% |
12/08/2024 | 1,70% | 0,67 CHF | 0,68 CHF | 72 326 | 50 000 | 72 190 | 50 000 | 48 900 CHF | 34 451 CHF | 100,00% | 100,00% |
09/08/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 73 322 | 50 000 | 71 992 | 50 000 | 48 807 CHF | 34 405 CHF | 100,00% | 100,00% |
08/08/2024 | 1,57% | 0,72 CHF | 0,73 CHF | 70 011 | 50 000 | 71 203 | 50 000 | 48 823 CHF | 34 829 CHF | 94,33% | 94,33% |
07/08/2024 | 1,77% | 0,72 CHF | 0,73 CHF | 70 348 | 50 000 | 71 948 | 50 000 | 48 649 CHF | 34 414 CHF | 83,41% | 83,41% |
06/08/2024 | 2,42% | 0,67 CHF | 0,68 CHF | 71 426 | 50 000 | 73 102 | 39 710 | 47 318 CHF | 26 396 CHF | 99,56% | 99,56% |
02/08/2024 | 5,01% | 0,76 CHF | 0,79 CHF | 66 974 | 10 000 | 70 324 | 10 000 | 49 952 CHF | 7 473 CHF | 95,53% | 95,53% |
31/07/2024 | 2,29% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 47 408 | 51 311 CHF | 35 540 CHF | 29,57% | 29,57% |