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 | 4,06% | 1,03 CHF | 1,07 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 23 872 CHF | 24 857 CHF | 99,06% | 99,06% |
14/08/2024 | 3,15% | 0,93 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 49 181 | 56 289 CHF | 47 612 CHF | 98,83% | 98,83% |
13/08/2024 | 3,14% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 261 CHF | 47 517 CHF | 88,85% | 88,85% |
12/08/2024 | 3,19% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 053 CHF | 45 644 CHF | 100,00% | 100,00% |
09/08/2024 | 4,38% | 0,87 CHF | 0,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 570 CHF | 22 537 CHF | 96,56% | 96,56% |
08/08/2024 | 2,93% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 68 415 | 65 732 | 47 263 CHF | 46 715 CHF | 97,83% | 97,83% |
07/08/2024 | 4,24% | 0,64 CHF | 0,67 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 23 612 CHF | 24 635 CHF | 100,00% | 100,00% |
06/08/2024 | 3,85% | 0,67 CHF | 0,70 CHF | 37 500 | 37 500 | 78 574 | 50 917 | 49 801 CHF | 33 641 CHF | 98,66% | 98,66% |
02/08/2024 | 9,92% | 0,48 CHF | 0,53 CHF | 110 000 | 20 000 | 107 085 | 20 000 | 52 697 CHF | 10 880 CHF | 99,12% | 99,12% |
31/07/2024 | 3,26% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 68 218 | 52 888 CHF | 41 354 CHF | 30,67% | 30,67% |