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 | 2,38% | 1,04 CHF | 1,07 CHF | 50 000 | 20 000 | 56 380 | 19 628 | 55 339 CHF | 19 773 CHF | 90,93% | 90,93% |
14/08/2024 | 2,80% | 1,00 CHF | 1,02 CHF | 50 000 | 20 000 | 50 684 | 18 165 | 46 580 CHF | 17 117 CHF | 67,28% | 67,28% |
13/08/2024 | 3,45% | 0,91 CHF | 0,94 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 9 049 CHF | 9 366 CHF | 73,34% | 73,34% |
12/08/2024 | 2,66% | 0,84 CHF | 0,86 CHF | 68 695 | 20 000 | 68 876 | 20 000 | 56 241 CHF | 16 776 CHF | 56,86% | 56,86% |
09/08/2024 | 2,69% | 0,80 CHF | 0,83 CHF | 70 000 | 20 000 | 69 776 | 20 000 | 55 869 CHF | 16 451 CHF | 99,43% | 99,43% |
08/08/2024 | 3,09% | 0,72 CHF | 0,74 CHF | 74 842 | 20 000 | 75 444 | 20 000 | 52 034 CHF | 14 228 CHF | 62,41% | 62,41% |
07/08/2024 | 3,97% | 0,79 CHF | 0,81 CHF | 70 000 | 20 000 | 12 277 | 10 379 | 9 306 CHF | 8 123 CHF | 97,43% | 97,43% |
06/08/2024 | 4,79% | 0,60 CHF | 0,62 CHF | 84 203 | 20 000 | 86 673 | 15 695 | 49 417 CHF | 9 397 CHF | 87,52% | 87,52% |
02/08/2024 | 10,52% | 0,55 CHF | 0,61 CHF | 86 442 | 5 000 | 81 485 | 5 000 | 49 330 CHF | 3 371 CHF | 67,13% | 67,13% |
31/07/2024 | 3,07% | 0,79 CHF | 0,81 CHF | 70 000 | 20 000 | 69 961 | 17 827 | 55 853 CHF | 14 645 CHF | 24,69% | 24,69% |