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 | 1,81% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 93 389 | 74 196 | 51 192 CHF | 41 501 CHF | 98,36% | 98,36% |
14/08/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 97 724 | 73 486 | 53 942 CHF | 41 324 CHF | 98,49% | 98,49% |
13/08/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 54 470 CHF | 46 142 CHF | 97,10% | 97,10% |
12/08/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 508 CHF | 45 340 CHF | 100,00% | 100,00% |
09/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 133 CHF | 45 027 CHF | 100,00% | 100,00% |
08/08/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 89 927 | 75 000 | 54 431 CHF | 46 147 CHF | 96,69% | 96,69% |
07/08/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 95 492 | 75 000 | 53 542 CHF | 42 875 CHF | 100,00% | 100,00% |
06/08/2024 | 1,80% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 549 | 54 592 | 53 704 CHF | 37 174 CHF | 98,98% | 98,98% |
02/08/2024 | 4,32% | 0,61 CHF | 0,64 CHF | 90 000 | 20 000 | 93 240 | 20 000 | 52 781 CHF | 11 837 CHF | 98,35% | 98,35% |
30/07/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 107 336 | 75 000 | 52 267 CHF | 37 309 CHF | 96,72% | 96,72% |