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 | 2,05% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 103 313 | 24 524 | 51 484 CHF | 12 477 CHF | 76,47% | 76,47% |
14/08/2024 | 2,34% | 0,49 CHF | 0,50 CHF | 108 700 | 25 000 | 95 080 | 23 003 | 45 816 CHF | 11 319 CHF | 93,14% | 93,14% |
13/08/2024 | 2,29% | 0,46 CHF | 0,47 CHF | 110 407 | 25 000 | 110 879 | 25 000 | 47 993 CHF | 11 072 CHF | 68,05% | 68,05% |
12/08/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 110 629 | 25 000 | 110 339 | 25 000 | 50 209 CHF | 11 627 CHF | 83,52% | 83,52% |
09/08/2024 | 2,28% | 0,46 CHF | 0,47 CHF | 109 657 | 25 000 | 110 621 | 25 000 | 48 037 CHF | 11 107 CHF | 99,99% | 99,99% |
08/08/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 111 801 | 25 000 | 111 776 | 25 000 | 41 516 CHF | 9 535 CHF | 97,24% | 97,24% |
07/08/2024 | 2,59% | 0,41 CHF | 0,42 CHF | 111 192 | 25 000 | 111 563 | 25 000 | 42 618 CHF | 9 801 CHF | 100,00% | 100,00% |
06/08/2024 | 4,19% | 0,35 CHF | 0,36 CHF | 111 567 | 25 000 | 112 430 | 18 543 | 35 905 CHF | 6 094 CHF | 94,71% | 94,71% |
02/08/2024 | 5,83% | 0,43 CHF | 0,46 CHF | 109 731 | 5 000 | 101 040 | 5 000 | 52 053 CHF | 2 742 CHF | 98,92% | 98,92% |
31/07/2024 | 2,43% | 0,60 CHF | 0,61 CHF | 90 000 | 20 000 | 89 842 | 18 985 | 53 724 CHF | 11 607 CHF | 30,66% | 30,66% |