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 | 4,29% | 1,84 CHF | 1,89 CHF | 100 000 | 100 000 | 45 188 | 37 358 | 89 206 CHF | 75 785 CHF | 99,17% | 99,17% |
14/08/2024 | 4,21% | 2,15 CHF | 2,20 CHF | 100 000 | 100 000 | 46 021 | 38 310 | 96 980 CHF | 83 938 CHF | 85,45% | 85,45% |
13/08/2024 | 3,73% | 2,22 CHF | 2,27 CHF | 100 000 | 100 000 | 47 148 | 39 599 | 106 353 CHF | 91 534 CHF | 88,08% | 88,08% |
12/08/2024 | 7,00% | 2,32 CHF | 2,42 CHF | 100 000 | 100 000 | 45 124 | 37 383 | 109 840 CHF | 96 103 CHF | 98,99% | 98,99% |
09/08/2024 | 3,64% | 2,62 CHF | 2,67 CHF | 100 000 | 100 000 | 45 339 | 37 888 | 112 990 CHF | 98 061 CHF | 94,83% | 94,83% |
08/08/2024 | 5,81% | 2,67 CHF | 2,77 CHF | 100 000 | 100 000 | 38 155 | 38 155 | 109 418 CHF | 114 779 CHF | 92,80% | 92,80% |
07/08/2024 | 6,28% | 2,58 CHF | 2,68 CHF | 100 000 | 100 000 | 36 595 | 36 595 | 98 100 CHF | 103 345 CHF | 97,87% | 97,87% |
06/08/2024 | 6,55% | 2,88 CHF | 2,98 CHF | 100 000 | 100 000 | 47 426 | 42 891 | 126 847 CHF | 121 566 CHF | 72,83% | 72,83% |
02/08/2024 | 6,10% | 2,53 CHF | 2,63 CHF | 100 000 | 100 000 | 37 044 | 37 044 | 101 338 CHF | 106 616 CHF | 96,83% | 96,83% |
30/07/2024 | 3,47% | 2,80 CHF | 2,85 CHF | 100 000 | 100 000 | 37 325 | 37 126 | 95 449 CHF | 97 598 CHF | 98,90% | 98,90% |