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 | 1,69% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 88 685 | 74 196 | 52 443 CHF | 44 658 CHF | 98,37% | 98,37% |
14/08/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 73 486 | 52 957 CHF | 43 976 CHF | 98,49% | 98,49% |
13/08/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 511 CHF | 40 883 CHF | 97,10% | 97,10% |
12/08/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 96 506 | 75 000 | 53 011 CHF | 41 976 CHF | 100,00% | 100,00% |
09/08/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 96 392 | 75 000 | 53 293 CHF | 42 267 CHF | 100,00% | 100,00% |
08/08/2024 | 1,83% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 98 013 | 75 000 | 52 980 CHF | 41 325 CHF | 96,70% | 96,70% |
07/08/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 91 354 | 75 000 | 53 120 CHF | 44 407 CHF | 100,00% | 100,00% |
06/08/2024 | 2,58% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 109 326 | 54 452 | 52 050 CHF | 26 474 CHF | 99,44% | 99,44% |
02/08/2024 | 4,20% | 0,52 CHF | 0,55 CHF | 100 000 | 20 000 | 91 168 | 20 000 | 52 071 CHF | 11 924 CHF | 96,36% | 96,36% |
30/07/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 049 | 75 000 | 53 035 CHF | 50 441 CHF | 96,72% | 96,72% |