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 | 0,84% | 1,22 CHF | 1,23 CHF | 50 000 | 20 000 | 50 000 | 19 776 | 60 533 CHF | 24 141 CHF | 93,00% | 93,00% |
14/08/2024 | 0,97% | 1,21 CHF | 1,22 CHF | 50 000 | 20 000 | 44 990 | 18 435 | 53 772 CHF | 22 222 CHF | 98,68% | 98,68% |
13/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 563 CHF | 29 032 CHF | 97,07% | 97,07% |
12/08/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 58 310 CHF | 23 524 CHF | 100,00% | 100,00% |
09/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 332 CHF | 28 916 CHF | 100,00% | 100,00% |
08/08/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 158 CHF | 27 329 CHF | 97,81% | 97,81% |
07/08/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 568 CHF | 27 534 CHF | 94,85% | 94,85% |
06/08/2024 | 1,34% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 000 | 18 843 | 51 538 CHF | 19 605 CHF | 99,33% | 99,33% |
02/08/2024 | 2,47% | 1,14 CHF | 1,17 CHF | 50 000 | 5 000 | 45 456 | 5 000 | 55 709 CHF | 6 300 CHF | 99,12% | 99,12% |
31/07/2024 | 0,88% | 1,31 CHF | 1,32 CHF | 40 000 | 20 000 | 40 000 | 18 985 | 52 507 CHF | 25 112 CHF | 30,66% | 30,66% |