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 | 3,77% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 108 624 | 26 959 | 52 178 CHF | 13 746 CHF | 76,51% | 76,51% |
14/08/2024 | 2,72% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 85 650 | 28 845 | 52 944 CHF | 17 687 CHF | 52,87% | 52,87% |
13/08/2024 | 2,06% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 64 114 | 29 773 | 53 081 CHF | 24 599 CHF | 91,74% | 91,74% |
12/08/2024 | 1,91% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 65 506 | 37 086 | 54 314 CHF | 31 527 CHF | 31,57% | 31,57% |
09/08/2024 | 1,75% | 0,80 CHF | 1,06 CHF | 70 000 | 25 000 | 50 000 | 22 986 | 58 251 CHF | 27 198 CHF | 68,74% | 90,33% |
08/08/2024 | 2,52% | 1,35 CHF | 1,39 CHF | 5 000 | 5 000 | 15 708 | 12 588 | 27 930 CHF | 22 430 CHF | 60,24% | 65,21% |
07/08/2024 | 1,05% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 38 443 | 31 626 | 66 518 CHF | 55 680 CHF | 72,70% | 72,70% |
06/08/2024 | 1,05% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 34 227 | 29 810 | 58 363 CHF | 51 253 CHF | 97,29% | 97,29% |
02/08/2024 | 1,19% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 42 534 | 29 506 | 65 433 CHF | 46 395 CHF | 81,05% | 81,05% |
30/07/2024 | 1,16% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 42 139 | 28 737 | 66 476 CHF | 46 080 CHF | 97,87% | 97,87% |