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 | 2,40% | 0,95 CHF | 0,98 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 21 725 CHF | 22 251 CHF | 99,07% | 99,07% |
14/08/2024 | 2,44% | 0,94 CHF | 0,96 CHF | 25 000 | 25 000 | 24 456 | 24 456 | 21 072 CHF | 21 585 CHF | 98,33% | 98,33% |
13/08/2024 | 7,59% | 0,86 CHF | 0,93 CHF | 1 250 | 1 250 | 1 250 | 1 250 | 1 017 CHF | 1 097 CHF | 96,96% | 96,96% |
12/08/2024 | 0,74% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 631 CHF | 79 212 CHF | 100,00% | 100,00% |
09/08/2024 | 0,70% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 685 CHF | 78 230 CHF | 100,00% | 100,00% |
08/08/2024 | 0,82% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 46 792 | 46 792 | 68 403 CHF | 68 943 CHF | 97,83% | 97,83% |
07/08/2024 | 0,73% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 551 CHF | 77 115 CHF | 99,39% | 99,39% |
06/08/2024 | 1,06% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 45 847 | 39 617 | 63 324 CHF | 55 303 CHF | 98,66% | 98,66% |
02/08/2024 | 2,27% | 1,46 CHF | 1,50 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 59 216 CHF | 15 144 CHF | 99,11% | 99,11% |
31/07/2024 | 0,72% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 48 478 | 46 196 | 76 500 CHF | 73 429 CHF | 27,33% | 27,33% |