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 | 1,05% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 35 553 | 26 956 | 84 747 CHF | 64 732 CHF | 76,53% | 76,53% |
14/08/2024 | 1,06% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 37 313 | 28 989 | 83 798 CHF | 66 101 CHF | 53,09% | 53,09% |
13/08/2024 | 1,24% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 34 696 | 29 989 | 71 090 CHF | 62 375 CHF | 90,67% | 90,67% |
12/08/2024 | 0,92% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 43 476 | 37 073 | 88 968 CHF | 76 306 CHF | 31,59% | 31,59% |
09/08/2024 | 1,46% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 35 011 | 29 350 | 63 657 CHF | 54 743 CHF | 90,34% | 90,34% |
08/08/2024 | 3,07% | 1,49 CHF | 1,53 CHF | 5 000 | 5 000 | 27 089 | 11 805 | 27 603 CHF | 13 273 CHF | 65,74% | 65,74% |
07/08/2024 | 2,14% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 49 193 | 31 610 | 55 286 CHF | 35 755 CHF | 73,03% | 73,03% |
06/08/2024 | 2,27% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 29 846 | 55 778 CHF | 34 189 CHF | 97,57% | 97,57% |
02/08/2024 | 1,85% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 42 517 | 29 461 | 56 919 CHF | 39 490 CHF | 80,85% | 80,85% |
30/07/2024 | 1,81% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 42 136 | 28 730 | 57 390 CHF | 39 526 CHF | 97,99% | 97,99% |