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 | 2,74% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 49 298 | 49 298 | 24 527 CHF | 25 203 CHF | 97,45% | 97,45% |
14/08/2024 | 2,86% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 48 668 | 48 668 | 23 017 CHF | 23 675 CHF | 98,49% | 98,49% |
13/08/2024 | 3,13% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 150 CHF | 20 787 CHF | 96,64% | 96,64% |
12/08/2024 | 2,65% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 421 CHF | 23 022 CHF | 100,00% | 100,00% |
09/08/2024 | 2,80% | 0,42 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 898 CHF | 22 518 CHF | 99,01% | 99,01% |
08/08/2024 | 3,52% | 0,39 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 868 CHF | 19 543 CHF | 96,08% | 96,08% |
07/08/2024 | 2,88% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 826 CHF | 21 425 CHF | 99,44% | 99,44% |
06/08/2024 | 4,61% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 37 638 | 37 638 | 13 317 CHF | 13 887 CHF | 98,33% | 98,33% |
02/08/2024 | 6,41% | 0,48 CHF | 0,52 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 095 CHF | 6 495 CHF | 96,50% | 96,50% |
31/07/2024 | 1,89% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 45 581 | 45 581 | 37 173 CHF | 37 861 CHF | 29,13% | 29,13% |