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 | 1,40% | 1,20 CHF | 1,22 CHF | 75 000 | 75 000 | 74 598 | 74 598 | 89 400 CHF | 90 651 CHF | 98,36% | 98,36% |
14/08/2024 | 1,11% | 1,20 CHF | 1,22 CHF | 75 000 | 75 000 | 73 978 | 73 978 | 88 698 CHF | 89 670 CHF | 98,49% | 98,49% |
13/08/2024 | 1,34% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 969 CHF | 90 168 CHF | 97,10% | 97,10% |
12/08/2024 | 1,47% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 527 CHF | 85 776 CHF | 92,01% | 92,01% |
09/08/2024 | 1,23% | 1,20 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 157 CHF | 92 283 CHF | 100,00% | 100,00% |
08/08/2024 | 1,35% | 1,16 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 975 CHF | 88 155 CHF | 96,70% | 96,70% |
07/08/2024 | 1,36% | 1,18 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 101 CHF | 88 290 CHF | 100,00% | 100,00% |
06/08/2024 | 1,95% | 1,14 CHF | 1,16 CHF | 75 000 | 75 000 | 64 711 | 64 711 | 73 298 CHF | 74 648 CHF | 99,56% | 99,56% |
02/08/2024 | 4,24% | 1,16 CHF | 1,21 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 58 997 CHF | 24 622 CHF | 95,60% | 95,60% |
31/07/2024 | 1,58% | 1,22 CHF | 1,24 CHF | 75 000 | 75 000 | 72 408 | 72 408 | 87 954 CHF | 89 341 CHF | 29,57% | 29,57% |