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 | 2,18% | 0,46 CHF | 0,47 CHF | 109 395 | 25 000 | 109 199 | 24 608 | 50 999 CHF | 11 748 CHF | 93,00% | 93,00% |
14/08/2024 | 2,42% | 0,47 CHF | 0,48 CHF | 108 713 | 25 000 | 95 653 | 22 808 | 46 171 CHF | 11 285 CHF | 98,68% | 98,68% |
13/08/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 100 000 | 25 000 | 52 594 CHF | 13 399 CHF | 97,07% | 97,07% |
12/08/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 25 000 | 100 191 | 25 000 | 51 181 CHF | 13 022 CHF | 100,00% | 100,00% |
09/08/2024 | 1,86% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 99 520 | 25 000 | 53 053 CHF | 13 581 CHF | 100,00% | 100,00% |
08/08/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 53 651 CHF | 15 153 CHF | 97,81% | 97,81% |
07/08/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 90 043 | 25 000 | 52 944 CHF | 14 950 CHF | 94,85% | 94,85% |
06/08/2024 | 2,13% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 82 109 | 18 844 | 52 854 CHF | 12 449 CHF | 99,34% | 99,34% |
02/08/2024 | 6,90% | 0,53 CHF | 0,56 CHF | 100 000 | 5 000 | 107 488 | 5 000 | 47 065 CHF | 2 347 CHF | 99,12% | 99,12% |
31/07/2024 | 2,98% | 0,38 CHF | 0,39 CHF | 108 206 | 20 000 | 107 923 | 18 985 | 40 659 CHF | 7 388 CHF | 30,66% | 30,66% |