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 | 1,54% | 0,62 CHF | 0,63 CHF | 75 000 | 75 000 | 93 294 | 93 294 | 59 932 CHF | 60 865 CHF | 99,49% | 99,49% |
14/08/2024 | 1,76% | 0,61 CHF | 0,62 CHF | 100 000 | 96 500 | 100 000 | 100 000 | 56 308 CHF | 57 308 CHF | 96,95% | 96,95% |
13/08/2024 | 2,11% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 119 853 | 119 853 | 56 161 CHF | 57 360 CHF | 98,89% | 98,89% |
12/08/2024 | 1,82% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 101 107 | 101 107 | 55 190 CHF | 56 201 CHF | 98,89% | 98,89% |
09/08/2024 | 1,95% | 0,54 CHF | 0,55 CHF | 125 000 | 125 000 | 110 771 | 110 770 | 56 237 CHF | 57 344 CHF | 98,92% | 98,92% |
08/08/2024 | 3,91% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 214 092 | 214 092 | 53 683 CHF | 55 824 CHF | 96,64% | 96,64% |
07/08/2024 | 4,04% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 217 367 | 217 367 | 52 882 CHF | 55 056 CHF | 98,91% | 98,91% |
06/08/2024 | 2,59% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 145 179 | 145 179 | 55 401 CHF | 56 853 CHF | 99,11% | 99,11% |
02/08/2024 | 4,73% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 254 724 | 254 729 | 52 557 CHF | 55 105 CHF | 95,25% | 95,25% |
30/07/2024 | 2,73% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 149 905 | 149 905 | 54 209 CHF | 55 708 CHF | 99,42% | 99,42% |