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 | 1,45% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 76 235 | 76 235 | 52 119 CHF | 52 881 CHF | 99,47% | 99,47% |
14/08/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 475 | 99 475 | 64 232 CHF | 65 227 CHF | 98,73% | 98,73% |
13/08/2024 | 1,63% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 838 CHF | 61 838 CHF | 98,86% | 98,86% |
12/08/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 99 466 | 99 466 | 63 284 CHF | 64 279 CHF | 98,89% | 98,89% |
09/08/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 161 CHF | 61 161 CHF | 98,93% | 98,93% |
08/08/2024 | 2,18% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 121 574 | 121 574 | 55 297 CHF | 56 513 CHF | 96,70% | 96,70% |
07/08/2024 | 2,14% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 121 724 | 121 724 | 56 294 CHF | 57 511 CHF | 98,69% | 98,69% |
06/08/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 131 | 125 131 | 58 137 CHF | 59 388 CHF | 98,90% | 98,90% |
02/08/2024 | 2,62% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 144 859 | 144 858 | 54 513 CHF | 55 961 CHF | 99,32% | 99,32% |
30/07/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 124 124 | 124 124 | 60 501 CHF | 61 742 CHF | 99,46% | 99,46% |