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 | 1,62% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 49 305 | 49 305 | 39 573 CHF | 40 213 CHF | 98,32% | 98,32% |
14/08/2024 | 1,46% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 48 668 | 48 668 | 40 309 CHF | 40 889 CHF | 98,49% | 98,49% |
13/08/2024 | 1,41% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 974 CHF | 45 615 CHF | 97,08% | 97,08% |
12/08/2024 | 1,54% | 0,86 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 728 CHF | 43 389 CHF | 100,00% | 100,00% |
09/08/2024 | 1,49% | 0,88 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 365 CHF | 44 014 CHF | 99,61% | 99,61% |
08/08/2024 | 1,44% | 0,91 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 460 CHF | 47 133 CHF | 95,82% | 95,82% |
07/08/2024 | 1,44% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 456 CHF | 45 099 CHF | 100,00% | 100,00% |
06/08/2024 | 1,92% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 37 607 | 37 607 | 35 797 CHF | 36 381 CHF | 98,98% | 98,98% |
02/08/2024 | 5,92% | 0,81 CHF | 0,85 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 834 CHF | 7 248 CHF | 97,16% | 97,16% |
31/07/2024 | 2,98% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 45 581 | 45 581 | 22 994 CHF | 23 657 CHF | 29,13% | 29,13% |