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 | 1,69% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 99 685 | 98 688 | 60 124 CHF | 60 518 CHF | 99,18% | 99,18% |
14/08/2024 | 1,77% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 99 495 | 98 004 | 58 470 CHF | 58 605 CHF | 98,49% | 98,49% |
13/08/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 845 CHF | 54 845 CHF | 96,32% | 96,32% |
12/08/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 655 CHF | 55 655 CHF | 97,61% | 97,61% |
09/08/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 611 CHF | 55 611 CHF | 99,41% | 99,41% |
08/08/2024 | 1,94% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 102 109 | 100 000 | 52 086 CHF | 52 055 CHF | 97,28% | 97,28% |
07/08/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 269 | 100 000 | 55 411 CHF | 56 279 CHF | 100,00% | 100,00% |
06/08/2024 | 2,53% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 102 144 | 78 808 | 52 076 CHF | 40 755 CHF | 95,81% | 95,81% |
02/08/2024 | 4,45% | 0,61 CHF | 0,64 CHF | 90 000 | 25 000 | 88 105 | 25 000 | 54 242 CHF | 16 100 CHF | 98,75% | 98,75% |
31/07/2024 | 1,51% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 94 404 | 92 373 | 67 850 CHF | 67 336 CHF | 30,66% | 30,66% |