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 | 0,98% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 49 995 | 49 981 | 50 982 CHF | 51 468 CHF | 99,97% | 99,97% |
14/08/2024 | 1,03% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 628 CHF | 49 128 CHF | 98,45% | 98,45% |
13/08/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 673 CHF | 48 173 CHF | 99,97% | 99,97% |
12/08/2024 | 1,01% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 49 920 | 49 980 | 49 026 CHF | 49 584 CHF | 98,69% | 98,69% |
09/08/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 463 CHF | 44 963 CHF | 99,93% | 99,93% |
08/08/2024 | 1,17% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 611 CHF | 43 111 CHF | 99,83% | 99,83% |
07/08/2024 | 1,20% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 582 CHF | 42 082 CHF | 99,94% | 99,94% |
06/08/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 374 CHF | 38 874 CHF | 99,73% | 99,73% |
02/08/2024 | 0,79% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 151 CHF | 63 651 CHF | 99,86% | 99,86% |
30/07/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 114 CHF | 58 614 CHF | 99,98% | 99,98% |