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 | 0,69% | 2,60 CHF | 2,61 CHF | 50 000 | 50 000 | 28 332 | 26 959 | 74 241 CHF | 71 054 CHF | 76,51% | 76,51% |
14/08/2024 | 0,72% | 2,60 CHF | 2,61 CHF | 50 000 | 50 000 | 37 285 | 28 950 | 92 582 CHF | 72 770 CHF | 53,13% | 53,13% |
13/08/2024 | 0,76% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 34 675 | 29 916 | 79 327 CHF | 69 173 CHF | 91,08% | 91,08% |
12/08/2024 | 0,69% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 43 483 | 37 085 | 99 301 CHF | 85 074 CHF | 31,57% | 31,57% |
09/08/2024 | 0,91% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 34 685 | 29 325 | 71 359 CHF | 61 490 CHF | 90,17% | 90,17% |
08/08/2024 | 2,12% | 1,73 CHF | 1,77 CHF | 5 000 | 5 000 | 22 922 | 11 789 | 29 038 CHF | 15 953 CHF | 65,55% | 65,55% |
07/08/2024 | 1,29% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 42 924 | 31 627 | 58 326 CHF | 43 098 CHF | 72,73% | 72,73% |
06/08/2024 | 1,34% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 42 129 | 29 858 | 56 995 CHF | 41 037 CHF | 97,51% | 97,51% |
02/08/2024 | 1,08% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 42 497 | 29 594 | 67 001 CHF | 46 489 CHF | 81,40% | 81,40% |
30/07/2024 | 1,13% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 41 080 | 28 737 | 65 865 CHF | 46 353 CHF | 97,84% | 97,84% |