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 | 1,84% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 895 | 98 951 | 54 704 CHF | 55 185 CHF | 99,18% | 99,18% |
14/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 98 268 | 54 290 CHF | 54 325 CHF | 98,48% | 98,48% |
13/08/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 578 CHF | 53 578 CHF | 96,32% | 96,32% |
12/08/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 975 CHF | 55 975 CHF | 100,00% | 100,00% |
09/08/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 689 CHF | 58 689 CHF | 99,38% | 99,38% |
08/08/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 810 CHF | 57 810 CHF | 97,95% | 97,95% |
07/08/2024 | 1,95% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 90 631 | 90 631 | 52 978 CHF | 53 956 CHF | 100,00% | 100,00% |
06/08/2024 | 3,94% | 0,51 CHF | 0,53 CHF | 50 000 | 50 000 | 39 741 | 39 741 | 20 184 CHF | 20 950 CHF | 99,11% | 99,11% |
02/08/2024 | 5,69% | 0,57 CHF | 0,60 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 7 510 CHF | 7 950 CHF | 97,21% | 97,21% |
31/07/2024 | 2,78% | 0,66 CHF | 0,68 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 31 052 CHF | 31 912 CHF | 30,64% | 30,64% |