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 | 2,02% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 106 635 | 74 196 | 52 843 CHF | 37 579 CHF | 98,37% | 98,37% |
14/08/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 106 586 | 73 486 | 52 366 CHF | 36 868 CHF | 98,49% | 98,49% |
13/08/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 173 | 75 000 | 52 424 CHF | 33 752 CHF | 96,74% | 96,74% |
12/08/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 114 904 | 75 000 | 52 094 CHF | 34 779 CHF | 98,49% | 98,49% |
09/08/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 115 396 | 75 000 | 52 664 CHF | 35 025 CHF | 100,00% | 100,00% |
08/08/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 117 454 | 75 000 | 52 178 CHF | 34 103 CHF | 96,69% | 96,69% |
07/08/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 106 547 | 75 000 | 51 498 CHF | 37 098 CHF | 100,00% | 100,00% |
06/08/2024 | 3,16% | 0,39 CHF | 0,40 CHF | 139 926 | 75 000 | 130 110 | 50 928 | 51 958 CHF | 20 631 CHF | 27,02% | 27,02% |
02/08/2024 | 4,93% | 0,43 CHF | 0,45 CHF | 120 000 | 20 000 | 110 221 | 20 000 | 52 205 CHF | 9 963 CHF | 98,38% | 98,38% |
30/07/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 91 997 | 75 000 | 52 040 CHF | 43 216 CHF | 96,72% | 96,72% |