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 | 3,99% | 0,59 CHF | 0,61 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 12 725 CHF | 13 238 CHF | 99,07% | 99,07% |
14/08/2024 | 4,19% | 0,57 CHF | 0,59 CHF | 25 000 | 25 000 | 24 456 | 24 456 | 12 185 CHF | 12 695 CHF | 98,33% | 98,33% |
13/08/2024 | 13,40% | 0,50 CHF | 0,56 CHF | 1 250 | 1 250 | 1 250 | 1 250 | 562 CHF | 643 CHF | 96,88% | 96,88% |
12/08/2024 | 0,88% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 472 CHF | 61 008 CHF | 100,00% | 100,00% |
09/08/2024 | 0,95% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 439 CHF | 60 009 CHF | 100,00% | 100,00% |
08/08/2024 | 1,13% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 46 792 | 46 792 | 51 367 CHF | 51 922 CHF | 97,83% | 97,83% |
07/08/2024 | 0,89% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 413 CHF | 58 936 CHF | 99,65% | 99,65% |
06/08/2024 | 1,44% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 52 178 | 39 711 | 52 980 CHF | 40 991 CHF | 99,55% | 99,55% |
02/08/2024 | 2,92% | 1,10 CHF | 1,13 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 55 863 CHF | 11 504 CHF | 99,11% | 99,11% |
31/07/2024 | 0,99% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 46 609 | 60 849 CHF | 57 308 CHF | 30,67% | 30,67% |