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 | 3,35% | 0,94 CHF | 0,97 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 21 492 CHF | 22 220 CHF | 99,06% | 99,06% |
14/08/2024 | 2,37% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 64 361 | 49 181 | 53 823 CHF | 42 181 CHF | 98,83% | 98,83% |
13/08/2024 | 2,31% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 67 757 | 50 000 | 55 215 CHF | 41 741 CHF | 88,85% | 88,85% |
12/08/2024 | 2,44% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 955 CHF | 39 488 CHF | 98,74% | 98,74% |
09/08/2024 | 3,78% | 0,75 CHF | 0,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 618 CHF | 19 334 CHF | 96,56% | 96,56% |
08/08/2024 | 3,75% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 82 388 | 65 732 | 44 329 CHF | 36 707 CHF | 97,83% | 97,83% |
07/08/2024 | 5,88% | 0,48 CHF | 0,51 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 17 442 CHF | 18 499 CHF | 98,61% | 98,61% |
06/08/2024 | 5,49% | 0,51 CHF | 0,54 CHF | 37 500 | 37 500 | 106 364 | 50 917 | 48 595 CHF | 24 797 CHF | 98,66% | 98,66% |
02/08/2024 | 16,52% | 0,27 CHF | 0,32 CHF | 128 559 | 20 000 | 129 379 | 20 000 | 37 035 CHF | 6 753 CHF | 98,09% | 98,09% |
31/07/2024 | 4,72% | 0,42 CHF | 0,43 CHF | 126 860 | 75 000 | 125 628 | 68 772 | 50 787 CHF | 29 107 CHF | 23,66% | 23,66% |