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 | 3,32% | 1,15 CHF | 1,19 CHF | 50 000 | 25 000 | 43 383 | 24 812 | 54 741 CHF | 32 548 CHF | 98,36% | 98,36% |
14/08/2024 | 3,55% | 1,33 CHF | 1,38 CHF | 40 000 | 25 000 | 40 000 | 24 387 | 55 611 CHF | 35 120 CHF | 98,49% | 98,49% |
13/08/2024 | 2,85% | 1,61 CHF | 1,65 CHF | 40 000 | 25 000 | 37 270 | 25 000 | 60 215 CHF | 41 674 CHF | 96,74% | 96,74% |
12/08/2024 | 3,06% | 1,47 CHF | 1,52 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 571 CHF | 37 097 CHF | 99,98% | 99,98% |
09/08/2024 | 3,25% | 1,47 CHF | 1,51 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 58 694 CHF | 37 893 CHF | 99,65% | 99,65% |
08/08/2024 | 2,77% | 1,59 CHF | 1,64 CHF | 40 000 | 25 000 | 33 027 | 25 000 | 56 584 CHF | 44 326 CHF | 96,03% | 96,03% |
07/08/2024 | 5,08% | 1,38 CHF | 1,46 CHF | 37 050 | 10 000 | 34 149 | 10 000 | 55 774 CHF | 17 429 CHF | 77,44% | 77,44% |
06/08/2024 | 4,32% | 2,70 CHF | 2,78 CHF | 20 000 | 10 000 | 24 592 | 8 965 | 60 485 CHF | 23 587 CHF | 98,88% | 98,88% |
02/08/2024 | 5,46% | 1,79 CHF | 1,88 CHF | 30 000 | 10 000 | 36 730 | 10 000 | 59 379 CHF | 17 172 CHF | 93,75% | 93,75% |
31/07/2024 | 3,30% | 1,02 CHF | 1,05 CHF | 50 000 | 25 000 | 51 643 | 24 656 | 52 567 CHF | 25 970 CHF | 29,42% | 29,42% |