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 | 1,90% | 5,14 CHF | 5,23 CHF | 10 000 | 10 000 | 16 985 | 9 946 | 82 089 CHF | 49 366 CHF | 98,37% | 98,37% |
14/08/2024 | 1,90% | 4,72 CHF | 4,80 CHF | 20 000 | 10 000 | 20 000 | 9 924 | 92 105 CHF | 46 579 CHF | 98,48% | 98,48% |
13/08/2024 | 2,06% | 4,22 CHF | 4,31 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 83 990 CHF | 42 870 CHF | 96,74% | 96,74% |
12/08/2024 | 1,95% | 4,49 CHF | 4,58 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 91 200 CHF | 46 497 CHF | 100,00% | 100,00% |
09/08/2024 | 1,91% | 4,52 CHF | 4,61 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 90 416 CHF | 46 078 CHF | 99,81% | 99,81% |
08/08/2024 | 2,11% | 4,30 CHF | 4,39 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 81 152 CHF | 41 442 CHF | 96,44% | 96,44% |
07/08/2024 | 1,56% | 4,49 CHF | 4,55 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 85 571 CHF | 86 909 CHF | 99,80% | 99,80% |
06/08/2024 | 2,71% | 3,45 CHF | 3,52 CHF | 20 000 | 20 000 | 20 000 | 15 456 | 71 445 CHF | 55 908 CHF | 91,07% | 91,07% |
02/08/2024 | 10,05% | 4,79 CHF | 5,44 CHF | 16 018 | 1 000 | 10 258 | 1 000 | 62 760 CHF | 6 800 CHF | 71,82% | 71,82% |
31/07/2024 | 2,13% | 10,68 CHF | 10,89 CHF | 10 000 | 5 000 | 10 000 | 4 739 | 106 832 CHF | 51 676 CHF | 29,32% | 29,32% |