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 | 2,77% | 1,12 CHF | 1,15 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 25 997 CHF | 26 722 CHF | 99,06% | 99,06% |
14/08/2024 | 1,94% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 51 777 | 49 181 | 52 723 CHF | 51 114 CHF | 98,83% | 98,83% |
13/08/2024 | 1,87% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 55 148 | 50 000 | 54 989 CHF | 50 872 CHF | 88,85% | 88,85% |
12/08/2024 | 1,98% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 59 203 | 50 000 | 56 366 CHF | 48 588 CHF | 100,00% | 100,00% |
09/08/2024 | 3,00% | 0,94 CHF | 0,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 207 CHF | 23 913 CHF | 96,56% | 96,56% |
08/08/2024 | 2,82% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 67 964 | 65 732 | 49 203 CHF | 48 916 CHF | 97,83% | 97,83% |
07/08/2024 | 4,09% | 0,67 CHF | 0,69 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 24 343 CHF | 25 360 CHF | 100,00% | 100,00% |
06/08/2024 | 3,64% | 0,70 CHF | 0,73 CHF | 37 500 | 37 500 | 77 876 | 50 904 | 50 192 CHF | 34 175 CHF | 98,61% | 98,61% |
02/08/2024 | 10,56% | 0,45 CHF | 0,50 CHF | 120 000 | 20 000 | 110 861 | 20 000 | 52 130 CHF | 10 471 CHF | 99,06% | 99,06% |
31/07/2024 | 3,10% | 0,61 CHF | 0,63 CHF | 90 000 | 75 000 | 90 000 | 67 969 | 53 257 CHF | 41 421 CHF | 29,58% | 29,58% |