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 | 2,53% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 80 012 | 24 919 | 51 773 CHF | 16 536 CHF | 97,49% | 97,49% |
14/08/2024 | 2,66% | 0,64 CHF | 0,66 CHF | 80 000 | 25 000 | 82 241 | 24 849 | 51 930 CHF | 16 125 CHF | 98,49% | 98,49% |
13/08/2024 | 2,71% | 0,59 CHF | 0,60 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 52 380 CHF | 14 949 CHF | 97,09% | 97,09% |
12/08/2024 | 2,65% | 0,61 CHF | 0,63 CHF | 90 000 | 25 000 | 88 848 | 25 000 | 54 788 CHF | 15 834 CHF | 100,00% | 100,00% |
09/08/2024 | 2,71% | 0,60 CHF | 0,62 CHF | 90 000 | 25 000 | 89 411 | 25 000 | 54 673 CHF | 15 710 CHF | 99,98% | 99,98% |
08/08/2024 | 2,83% | 0,58 CHF | 0,60 CHF | 90 000 | 25 000 | 91 841 | 25 000 | 52 183 CHF | 14 623 CHF | 96,69% | 96,69% |
07/08/2024 | 2,61% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 88 702 | 25 000 | 52 870 CHF | 15 348 CHF | 99,99% | 99,99% |
06/08/2024 | 3,98% | 0,54 CHF | 0,56 CHF | 100 000 | 25 000 | 94 586 | 22 913 | 52 777 CHF | 13 273 CHF | 97,99% | 97,99% |
02/08/2024 | 6,84% | 0,62 CHF | 0,67 CHF | 90 000 | 7 500 | 73 953 | 7 500 | 52 967 CHF | 5 778 CHF | 97,95% | 97,95% |
31/07/2024 | 2,04% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 24 657 | 54 112 CHF | 22 689 CHF | 29,49% | 29,49% |