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 | 1,72% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 74 475 | 74 475 | 43 405 CHF | 44 155 CHF | 99,18% | 99,18% |
14/08/2024 | 1,75% | 0,60 CHF | 0,61 CHF | 75 000 | 75 000 | 74 002 | 74 002 | 42 171 CHF | 42 914 CHF | 98,49% | 98,49% |
13/08/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 156 CHF | 40 906 CHF | 95,69% | 95,69% |
12/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 568 CHF | 41 318 CHF | 100,00% | 100,00% |
09/08/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 791 CHF | 40 541 CHF | 99,38% | 99,38% |
08/08/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 884 CHF | 37 634 CHF | 96,17% | 96,17% |
07/08/2024 | 2,05% | 0,51 CHF | 0,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 260 CHF | 37 010 CHF | 100,00% | 100,00% |
06/08/2024 | 2,96% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 64 757 | 64 757 | 29 254 CHF | 30 081 CHF | 99,22% | 99,22% |
02/08/2024 | 4,05% | 0,56 CHF | 0,59 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 11 866 CHF | 12 356 CHF | 98,99% | 98,99% |
31/07/2024 | 2,89% | 0,67 CHF | 0,69 CHF | 37 500 | 37 500 | 35 781 | 35 781 | 24 131 CHF | 24 835 CHF | 30,24% | 30,24% |