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 | 1,33% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 49 684 | 49 158 | 66 616 CHF | 66 802 CHF | 98,92% | 98,92% |
14/08/2024 | 1,36% | 1,40 CHF | 1,42 CHF | 40 000 | 25 000 | 40 000 | 24 906 | 57 233 CHF | 36 125 CHF | 98,48% | 98,48% |
13/08/2024 | 1,25% | 1,57 CHF | 1,59 CHF | 40 000 | 25 000 | 38 986 | 25 000 | 62 818 CHF | 40 837 CHF | 96,83% | 96,83% |
12/08/2024 | 1,26% | 1,67 CHF | 1,70 CHF | 30 000 | 25 000 | 33 840 | 25 000 | 56 502 CHF | 42 355 CHF | 99,76% | 99,76% |
09/08/2024 | 1,25% | 1,77 CHF | 1,79 CHF | 30 000 | 25 000 | 30 961 | 25 000 | 53 715 CHF | 43 984 CHF | 99,19% | 99,19% |
08/08/2024 | 1,15% | 1,83 CHF | 1,85 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 519 CHF | 51 013 CHF | 97,33% | 97,33% |
07/08/2024 | 1,49% | 1,84 CHF | 1,87 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 097 CHF | 40 665 CHF | 99,75% | 99,75% |
06/08/2024 | 1,68% | 2,49 CHF | 2,52 CHF | 30 000 | 20 000 | 23 881 | 15 860 | 59 700 CHF | 40 798 CHF | 97,95% | 97,95% |
02/08/2024 | 2,28% | 2,14 CHF | 2,18 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 59 238 CHF | 20 202 CHF | 97,50% | 97,50% |
31/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |