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 | - | 1,58 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 61,80% |
14/08/2024 | - | 1,61 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 51,81% |
13/08/2024 | 0,78% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 40 824 | 24 326 | 51 837 CHF | 31 195 CHF | 70,96% | 70,96% |
12/08/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 46 738 | 37 078 | 61 246 CHF | 48 811 CHF | 31,59% | 31,59% |
09/08/2024 | 5,09% | 1,33 CHF | 1,38 CHF | 50 000 | 50 000 | 29 268 | 29 268 | 32 469 CHF | 34 031 CHF | 89,98% | 89,98% |
08/08/2024 | 7,97% | 0,81 CHF | 0,87 CHF | 50 000 | 50 000 | 33 289 | 33 289 | 26 103 CHF | 27 901 CHF | 57,29% | 57,29% |
07/08/2024 | 8,58% | 0,51 CHF | 0,56 CHF | 50 000 | 50 000 | 31 487 | 31 487 | 18 451 CHF | 20 121 CHF | 72,50% | 72,50% |
06/08/2024 | 7,85% | 0,65 CHF | 0,70 CHF | 50 000 | 50 000 | 29 836 | 29 836 | 19 566 CHF | 21 157 CHF | 97,49% | 97,49% |
02/08/2024 | 2,57% | 0,67 CHF | 0,72 CHF | 50 000 | 50 000 | 65 797 | 29 497 | 50 631 CHF | 22 750 CHF | 81,07% | 81,07% |
30/07/2024 | 1,34% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 71 686 | 28 735 | 53 071 CHF | 21 392 CHF | 97,89% | 97,89% |