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 | 1,99% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 103 651 | 49 810 | 51 507 CHF | 25 275 CHF | 92,54% | 92,54% |
14/08/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 000 | 49 267 | 50 867 CHF | 25 552 CHF | 98,49% | 98,49% |
13/08/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 342 CHF | 27 171 CHF | 96,93% | 96,93% |
12/08/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 905 CHF | 26 952 CHF | 100,00% | 100,00% |
09/08/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 120 CHF | 27 060 CHF | 100,00% | 100,00% |
08/08/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 773 CHF | 26 887 CHF | 97,96% | 97,96% |
07/08/2024 | 2,69% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 28 711 | 26 237 | 15 897 CHF | 15 027 CHF | 71,63% | 71,63% |
06/08/2024 | 2,08% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 99 796 | 39 757 | 53 864 CHF | 21 981 CHF | 99,25% | 99,25% |
02/08/2024 | 3,56% | 0,55 CHF | 0,57 CHF | 100 000 | 10 000 | 99 969 | 10 000 | 53 966 CHF | 5 594 CHF | 98,00% | 98,00% |
31/07/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 000 | 47 460 | 52 531 CHF | 23 133 CHF | 30,67% | 30,67% |