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 | 2,24% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 115 506 | 74 196 | 51 418 CHF | 33 877 CHF | 98,36% | 98,36% |
14/08/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 118 380 | 73 486 | 53 319 CHF | 33 855 CHF | 98,49% | 98,49% |
13/08/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 102 118 | 75 000 | 51 345 CHF | 38 481 CHF | 97,09% | 97,09% |
12/08/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 107 632 | 75 000 | 52 518 CHF | 37 366 CHF | 100,00% | 100,00% |
09/08/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 106 816 | 75 000 | 51 905 CHF | 37 233 CHF | 100,00% | 100,00% |
08/08/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 103 375 | 75 000 | 51 745 CHF | 38 337 CHF | 96,70% | 96,70% |
07/08/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 114 932 | 75 000 | 52 494 CHF | 35 094 CHF | 100,00% | 100,00% |
06/08/2024 | 2,12% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 92 954 | 54 592 | 52 264 CHF | 31 482 CHF | 98,97% | 98,97% |
02/08/2024 | 5,01% | 0,51 CHF | 0,54 CHF | 100 000 | 20 000 | 113 629 | 20 000 | 52 588 CHF | 9 753 CHF | 96,49% | 96,49% |
30/07/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 136 877 | 75 000 | 134 181 | 75 000 | 51 581 CHF | 29 609 CHF | 96,72% | 96,72% |