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 | 0,69% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 914 CHF | 72 414 CHF | 99,99% | 99,99% |
14/08/2024 | 0,72% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 441 CHF | 69 941 CHF | 98,41% | 98,41% |
13/08/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 960 CHF | 69 460 CHF | 100,00% | 100,00% |
12/08/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 49 980 | 49 980 | 70 909 CHF | 71 409 CHF | 98,56% | 98,56% |
09/08/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 279 CHF | 66 779 CHF | 99,90% | 99,90% |
08/08/2024 | 0,78% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 879 CHF | 64 379 CHF | 99,91% | 99,91% |
07/08/2024 | 0,79% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 310 CHF | 63 810 CHF | 99,91% | 99,91% |
06/08/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 923 CHF | 60 423 CHF | 99,89% | 99,89% |
02/08/2024 | 0,59% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 024 CHF | 85 524 CHF | 99,86% | 99,86% |
30/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 379 CHF | 80 879 CHF | 99,98% | 99,98% |