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 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 689 CHF | 56 189 CHF | 100,00% | 100,00% |
14/08/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 829 CHF | 56 329 CHF | 100,00% | 100,00% |
13/08/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 048 CHF | 57 548 CHF | 98,96% | 98,96% |
12/08/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 352 CHF | 57 852 CHF | 99,06% | 99,06% |
09/08/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 458 CHF | 58 958 CHF | 99,87% | 99,87% |
08/08/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 263 CHF | 60 763 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 971 CHF | 60 471 CHF | 99,48% | 99,48% |
06/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 625 CHF | 62 125 CHF | 99,69% | 99,69% |
02/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 979 CHF | 58 479 CHF | 99,81% | 99,81% |
31/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 730 CHF | 54 230 CHF | 32,11% | 32,11% |