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 | 0,96% | 2,60 CHF | 2,61 CHF | 50 000 | 50 000 | 28 330 | 26 956 | 74 359 CHF | 71 294 CHF | 76,53% | 76,53% |
14/08/2024 | 0,97% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 37 325 | 29 014 | 92 912 CHF | 73 225 CHF | 53,25% | 53,25% |
13/08/2024 | 1,10% | 2,34 CHF | 2,35 CHF | 50 000 | 50 000 | 34 632 | 29 760 | 79 366 CHF | 69 132 CHF | 91,73% | 91,73% |
12/08/2024 | 0,83% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 43 477 | 37 074 | 99 586 CHF | 85 361 CHF | 31,59% | 31,59% |
09/08/2024 | 1,27% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 34 670 | 29 299 | 71 502 CHF | 61 755 CHF | 90,13% | 90,13% |
08/08/2024 | 2,57% | 1,74 CHF | 1,78 CHF | 5 000 | 5 000 | 22 946 | 11 802 | 29 148 CHF | 16 118 CHF | 65,72% | 65,72% |
07/08/2024 | 1,80% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 42 899 | 31 578 | 58 504 CHF | 43 386 CHF | 72,91% | 72,91% |
06/08/2024 | 1,87% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 42 158 | 29 933 | 57 222 CHF | 41 466 CHF | 97,99% | 97,99% |
02/08/2024 | 1,56% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 42 468 | 29 511 | 67 184 CHF | 46 724 CHF | 81,00% | 81,00% |
30/07/2024 | 1,58% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 40 934 | 28 738 | 65 805 CHF | 46 669 CHF | 97,82% | 97,82% |