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 | 3,66% | 0,69 CHF | 0,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 350 CHF | 16 959 CHF | 75,38% | 75,38% |
14/08/2024 | 3,84% | 0,66 CHF | 0,68 CHF | 25 000 | 25 000 | 24 601 | 24 601 | 14 860 CHF | 15 437 CHF | 96,55% | 96,55% |
13/08/2024 | 4,19% | 0,54 CHF | 0,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 599 CHF | 13 138 CHF | 84,69% | 84,69% |
12/08/2024 | 2,42% | 0,44 CHF | 0,45 CHF | 113 398 | 50 000 | 113 751 | 50 000 | 50 067 CHF | 22 546 CHF | 42,10% | 42,10% |
09/08/2024 | 2,47% | 0,45 CHF | 0,46 CHF | 112 129 | 50 000 | 112 308 | 50 000 | 50 172 CHF | 22 900 CHF | 97,46% | 97,46% |
08/08/2024 | 2,75% | 0,44 CHF | 0,45 CHF | 113 429 | 50 000 | 114 317 | 50 000 | 47 471 CHF | 21 347 CHF | 92,70% | 92,70% |
07/08/2024 | 2,94% | 0,44 CHF | 0,45 CHF | 112 945 | 50 000 | 112 386 | 50 000 | 49 813 CHF | 22 827 CHF | 98,25% | 98,25% |
06/08/2024 | 3,85% | 0,43 CHF | 0,44 CHF | 112 480 | 50 000 | 112 840 | 39 742 | 47 765 CHF | 17 446 CHF | 99,35% | 99,35% |
02/08/2024 | 7,59% | 0,44 CHF | 0,48 CHF | 111 302 | 10 000 | 110 990 | 10 000 | 50 281 CHF | 4 888 CHF | 82,81% | 82,81% |
31/07/2024 | 2,39% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 368 | 47 459 | 50 740 CHF | 24 569 CHF | 30,67% | 30,67% |