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 | 1,62% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 445 CHF | 62 445 CHF | 100,00% | 100,00% |
14/08/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 843 | 99 843 | 64 109 CHF | 65 108 CHF | 99,48% | 99,48% |
13/08/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 80 289 | 80 290 | 53 975 CHF | 54 778 CHF | 99,52% | 99,52% |
12/08/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 91 279 | 91 280 | 60 481 CHF | 61 394 CHF | 99,42% | 99,42% |
09/08/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 85 734 | 85 734 | 56 732 CHF | 57 590 CHF | 99,37% | 99,37% |
08/08/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 022 | 75 022 | 52 730 CHF | 53 480 CHF | 97,48% | 97,48% |
07/08/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 012 | 99 012 | 63 021 CHF | 64 011 CHF | 99,18% | 99,18% |
06/08/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 573 CHF | 55 323 CHF | 99,37% | 99,37% |
02/08/2024 | 1,60% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 99 484 | 99 485 | 61 904 CHF | 62 899 CHF | 96,16% | 96,16% |
30/07/2024 | 4,38% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 236 263 | 236 263 | 52 773 CHF | 55 135 CHF | 100,00% | 100,00% |