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 | 2,00% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 104 986 | 98 688 | 52 469 CHF | 50 376 CHF | 99,19% | 99,19% |
14/08/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 108 748 | 98 004 | 53 015 CHF | 48 783 CHF | 98,48% | 98,48% |
13/08/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 796 | 100 000 | 52 544 CHF | 44 581 CHF | 96,28% | 96,28% |
12/08/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 400 | 100 000 | 52 971 CHF | 45 373 CHF | 99,38% | 99,38% |
09/08/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 117 307 | 100 000 | 51 922 CHF | 45 322 CHF | 99,42% | 99,42% |
08/08/2024 | 2,42% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 127 152 | 100 000 | 51 890 CHF | 41 879 CHF | 97,96% | 97,96% |
07/08/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 115 084 | 100 000 | 51 694 CHF | 46 042 CHF | 100,00% | 100,00% |
06/08/2024 | 3,16% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 127 695 | 79 084 | 51 915 CHF | 32 767 CHF | 95,93% | 95,93% |
02/08/2024 | 5,31% | 0,51 CHF | 0,54 CHF | 100 000 | 25 000 | 100 574 | 25 000 | 51 680 CHF | 13 551 CHF | 97,41% | 97,41% |
31/07/2024 | 1,71% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 95 929 | 92 373 | 59 368 CHF | 58 069 CHF | 30,66% | 30,66% |