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 | 1,82% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 98 687 | 55 404 CHF | 55 693 CHF | 99,18% | 99,18% |
14/08/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 495 | 98 004 | 56 541 CHF | 56 696 CHF | 98,48% | 98,48% |
13/08/2024 | 1,60% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 965 CHF | 62 965 CHF | 96,32% | 96,32% |
12/08/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 215 CHF | 62 215 CHF | 99,38% | 99,38% |
09/08/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 678 CHF | 62 678 CHF | 99,42% | 99,42% |
08/08/2024 | 1,52% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 121 CHF | 66 121 CHF | 97,96% | 97,96% |
07/08/2024 | 1,63% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 958 CHF | 61 958 CHF | 100,00% | 100,00% |
06/08/2024 | 2,08% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 93 874 | 78 635 | 60 996 CHF | 52 521 CHF | 95,15% | 95,15% |
02/08/2024 | 5,10% | 0,54 CHF | 0,57 CHF | 100 000 | 25 000 | 99 435 | 25 000 | 53 283 CHF | 14 101 CHF | 98,80% | 98,80% |
31/07/2024 | 2,36% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 645 | 92 373 | 51 743 CHF | 42 479 CHF | 30,66% | 30,66% |