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 | 2,27% | 0,45 CHF | 0,46 CHF | 109 327 | 25 000 | 109 189 | 24 608 | 48 719 CHF | 11 227 CHF | 93,00% | 93,00% |
14/08/2024 | 2,61% | 0,44 CHF | 0,45 CHF | 108 700 | 25 000 | 96 931 | 22 808 | 41 710 CHF | 10 038 CHF | 98,68% | 98,68% |
13/08/2024 | 2,54% | 0,41 CHF | 0,42 CHF | 110 027 | 25 000 | 110 696 | 25 000 | 43 017 CHF | 9 966 CHF | 96,64% | 96,64% |
12/08/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 110 891 | 25 000 | 110 403 | 25 000 | 44 509 CHF | 10 329 CHF | 100,00% | 100,00% |
09/08/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 109 652 | 25 000 | 110 600 | 25 000 | 42 383 CHF | 9 831 CHF | 100,00% | 100,00% |
08/08/2024 | 3,09% | 0,34 CHF | 0,35 CHF | 111 801 | 25 000 | 111 803 | 25 000 | 35 709 CHF | 8 235 CHF | 97,81% | 97,81% |
07/08/2024 | 2,98% | 0,36 CHF | 0,37 CHF | 111 431 | 25 000 | 111 579 | 25 000 | 36 986 CHF | 8 537 CHF | 99,70% | 99,70% |
06/08/2024 | 4,85% | 0,29 CHF | 0,30 CHF | 111 827 | 25 000 | 112 425 | 18 844 | 30 173 CHF | 5 234 CHF | 99,34% | 99,34% |
02/08/2024 | 6,27% | 0,38 CHF | 0,41 CHF | 109 731 | 5 000 | 105 623 | 5 000 | 49 144 CHF | 2 483 CHF | 94,51% | 94,51% |
31/07/2024 | 2,08% | 0,55 CHF | 0,56 CHF | 100 000 | 20 000 | 98 991 | 18 985 | 54 100 CHF | 10 570 CHF | 30,66% | 30,66% |