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 | 1,79% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 92 979 | 49 487 | 51 911 CHF | 28 139 CHF | 99,07% | 99,07% |
14/08/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 48 917 | 53 379 CHF | 26 605 CHF | 98,83% | 98,83% |
13/08/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 549 CHF | 26 275 CHF | 96,65% | 96,65% |
12/08/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 105 889 | 50 000 | 52 036 CHF | 25 087 CHF | 100,00% | 100,00% |
09/08/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 108 364 | 50 000 | 52 837 CHF | 24 889 CHF | 100,00% | 100,00% |
08/08/2024 | 2,43% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 105 645 | 46 792 | 47 310 CHF | 21 480 CHF | 97,83% | 97,83% |
07/08/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 117 861 | 50 000 | 52 143 CHF | 22 653 CHF | 100,00% | 100,00% |
06/08/2024 | 3,15% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 133 648 | 39 708 | 51 831 CHF | 15 831 CHF | 99,54% | 99,54% |
02/08/2024 | 4,96% | 0,49 CHF | 0,52 CHF | 110 000 | 10 000 | 101 324 | 10 000 | 51 219 CHF | 5 314 CHF | 97,38% | 97,38% |
31/07/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 46 611 | 53 307 CHF | 28 114 CHF | 30,66% | 30,66% |