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 | 0,83% | 2,00 CHF | 2,02 CHF | 50 000 | 50 000 | 49 369 | 49 159 | 97 855 CHF | 98 235 CHF | 99,07% | 99,07% |
14/08/2024 | 0,82% | 2,00 CHF | 2,02 CHF | 50 000 | 50 000 | 48 990 | 48 697 | 96 235 CHF | 96 427 CHF | 98,48% | 98,48% |
13/08/2024 | 0,77% | 1,88 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 394 CHF | 94 114 CHF | 96,93% | 96,93% |
12/08/2024 | 0,77% | 1,85 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 081 CHF | 93 801 CHF | 100,00% | 100,00% |
09/08/2024 | 0,85% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 671 CHF | 91 442 CHF | 99,74% | 99,74% |
08/08/2024 | 0,91% | 1,75 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 610 CHF | 86 395 CHF | 97,94% | 97,94% |
07/08/2024 | 0,80% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 138 CHF | 88 849 CHF | 100,00% | 100,00% |
06/08/2024 | 1,21% | 1,67 CHF | 1,69 CHF | 50 000 | 50 000 | 44 402 | 40 742 | 73 118 CHF | 67 789 CHF | 92,18% | 92,18% |
02/08/2024 | 2,70% | 1,68 CHF | 1,73 CHF | 30 000 | 10 000 | 30 090 | 10 000 | 53 663 CHF | 18 325 CHF | 97,87% | 97,87% |
31/07/2024 | 0,92% | 2,04 CHF | 2,06 CHF | 50 000 | 50 000 | 45 932 | 44 748 | 94 097 CHF | 92 464 CHF | 30,66% | 30,66% |