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 | 1,13% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 018 CHF | 44 518 CHF | 99,39% | 99,39% |
14/08/2024 | 1,08% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 800 CHF | 47 300 CHF | 98,88% | 98,88% |
13/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 806 CHF | 57 306 CHF | 98,93% | 98,93% |
12/08/2024 | 0,92% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 165 CHF | 54 665 CHF | 98,88% | 98,88% |
09/08/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 104 CHF | 53 604 CHF | 98,86% | 98,86% |
08/08/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 378 CHF | 50 878 CHF | 96,89% | 96,89% |
07/08/2024 | 1,00% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 708 CHF | 50 208 CHF | 98,66% | 98,66% |
06/08/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 752 CHF | 44 252 CHF | 98,81% | 98,81% |
02/08/2024 | 0,88% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 090 CHF | 57 590 CHF | 99,35% | 99,35% |
30/07/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 693 CHF | 75 193 CHF | 99,39% | 99,39% |