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 | 1,39% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 49 305 | 53 625 CHF | 53 608 CHF | 98,38% | 98,38% |
14/08/2024 | 1,48% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 48 403 | 52 731 CHF | 51 835 CHF | 98,49% | 98,49% |
13/08/2024 | 1,21% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 130 CHF | 52 765 CHF | 97,09% | 97,09% |
12/08/2024 | 1,17% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 029 CHF | 54 662 CHF | 100,00% | 100,00% |
09/08/2024 | 1,21% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 171 CHF | 56 855 CHF | 100,00% | 100,00% |
08/08/2024 | 1,31% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 746 CHF | 59 521 CHF | 96,24% | 96,24% |
07/08/2024 | 1,07% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 098 CHF | 59 736 CHF | 99,88% | 99,88% |
06/08/2024 | 1,74% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 37 652 | 54 675 CHF | 41 937 CHF | 99,55% | 99,55% |
02/08/2024 | 3,52% | 1,25 CHF | 1,29 CHF | 40 000 | 10 000 | 49 756 | 10 000 | 55 697 CHF | 11 600 CHF | 92,14% | 92,14% |
31/07/2024 | 1,17% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 45 480 | 56 427 CHF | 51 847 CHF | 29,57% | 29,57% |