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 | - | 1,42 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 61,84% |
14/08/2024 | - | 1,47 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 53,03% |
13/08/2024 | 0,83% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 24 210 | 59 962 CHF | 29 322 CHF | 71,48% | 71,48% |
12/08/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 47 904 | 37 101 | 58 899 CHF | 45 823 CHF | 31,55% | 31,55% |
09/08/2024 | 5,13% | 1,25 CHF | 1,30 CHF | 50 000 | 50 000 | 29 304 | 29 304 | 31 256 CHF | 32 797 CHF | 90,09% | 90,09% |
08/08/2024 | 7,22% | 0,82 CHF | 0,87 CHF | 50 000 | 50 000 | 33 357 | 33 357 | 26 771 CHF | 28 547 CHF | 56,82% | 56,82% |
07/08/2024 | 7,97% | 0,56 CHF | 0,61 CHF | 50 000 | 50 000 | 31 550 | 31 550 | 19 892 CHF | 21 556 CHF | 71,99% | 71,99% |
06/08/2024 | 7,51% | 0,68 CHF | 0,73 CHF | 50 000 | 50 000 | 29 750 | 29 750 | 20 725 CHF | 22 331 CHF | 96,96% | 96,96% |
02/08/2024 | 2,49% | 0,71 CHF | 0,76 CHF | 50 000 | 50 000 | 65 755 | 29 594 | 51 305 CHF | 23 326 CHF | 81,31% | 81,31% |
30/07/2024 | 1,32% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 71 104 | 28 738 | 53 509 CHF | 21 760 CHF | 97,81% | 97,81% |