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 | 3,26% | 0,70 CHF | 0,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 778 CHF | 17 334 CHF | 75,38% | 75,38% |
14/08/2024 | 3,53% | 0,67 CHF | 0,70 CHF | 25 000 | 25 000 | 24 601 | 24 601 | 15 306 CHF | 15 852 CHF | 96,55% | 96,55% |
13/08/2024 | 3,95% | 0,55 CHF | 0,58 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 054 CHF | 13 579 CHF | 84,69% | 84,69% |
12/08/2024 | 2,33% | 0,45 CHF | 0,46 CHF | 113 651 | 50 000 | 113 957 | 50 000 | 50 864 CHF | 22 844 CHF | 33,17% | 33,17% |
09/08/2024 | 2,46% | 0,46 CHF | 0,47 CHF | 112 638 | 50 000 | 112 370 | 50 000 | 50 831 CHF | 23 187 CHF | 76,08% | 76,08% |
08/08/2024 | 3,01% | 0,44 CHF | 0,46 CHF | 113 517 | 50 000 | 114 499 | 50 000 | 48 269 CHF | 21 728 CHF | 97,78% | 97,78% |
07/08/2024 | 2,36% | 0,45 CHF | 0,47 CHF | 112 534 | 50 000 | 111 940 | 50 000 | 50 529 CHF | 23 113 CHF | 81,28% | 81,28% |
06/08/2024 | 3,66% | 0,43 CHF | 0,45 CHF | 112 580 | 50 000 | 112 761 | 37 894 | 48 724 CHF | 16 941 CHF | 84,18% | 84,18% |
02/08/2024 | 7,60% | 0,46 CHF | 0,49 CHF | 111 623 | 10 000 | 110 348 | 10 000 | 50 700 CHF | 4 958 CHF | 92,90% | 92,90% |
31/07/2024 | 2,20% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 47 460 | 51 316 CHF | 24 908 CHF | 30,67% | 30,67% |