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 | 2,25% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 008 CHF | 56 258 CHF | 99,38% | 99,38% |
14/08/2024 | 2,03% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 119 300 | 119 311 | 58 035 CHF | 59 234 CHF | 98,88% | 98,88% |
13/08/2024 | 1,81% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 784 CHF | 55 784 CHF | 98,90% | 98,90% |
12/08/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 849 CHF | 54 849 CHF | 98,88% | 98,88% |
09/08/2024 | 1,61% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 831 | 99 831 | 61 701 CHF | 62 699 CHF | 97,96% | 97,96% |
08/08/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 91 915 | 91 915 | 64 308 CHF | 65 227 CHF | 70,61% | 70,61% |
07/08/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 964 CHF | 64 714 CHF | 99,01% | 99,01% |
06/08/2024 | 1,11% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 250 CHF | 68 000 CHF | 99,14% | 99,14% |
02/08/2024 | 1,38% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 307 CHF | 55 057 CHF | 95,43% | 95,43% |
30/07/2024 | 1,43% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 788 | 75 788 | 52 710 CHF | 53 468 CHF | 99,47% | 99,47% |