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 | 1,85% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 74 196 | 74 196 | 39 929 CHF | 40 672 CHF | 98,37% | 98,37% |
14/08/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 73 486 | 73 486 | 39 806 CHF | 40 543 CHF | 98,49% | 98,49% |
13/08/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 617 CHF | 45 367 CHF | 97,10% | 97,10% |
12/08/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 524 CHF | 44 274 CHF | 100,00% | 100,00% |
09/08/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 383 CHF | 44 133 CHF | 100,00% | 100,00% |
08/08/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 424 CHF | 45 174 CHF | 96,02% | 96,02% |
07/08/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 41 254 CHF | 42 004 CHF | 100,00% | 100,00% |
06/08/2024 | 1,85% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 54 420 | 54 420 | 35 854 CHF | 36 452 CHF | 99,56% | 99,56% |
02/08/2024 | 4,36% | 0,60 CHF | 0,63 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 11 110 CHF | 11 604 CHF | 98,01% | 98,01% |
30/07/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 35 725 CHF | 36 475 CHF | 96,72% | 96,72% |