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 | 0,62% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 49 690 | 49 174 | 81 903 CHF | 81 549 CHF | 99,06% | 99,06% |
14/08/2024 | 0,65% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 49 461 | 48 595 | 80 225 CHF | 79 334 CHF | 98,83% | 98,83% |
13/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 432 CHF | 80 932 CHF | 96,65% | 96,65% |
12/08/2024 | 0,70% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 116 CHF | 81 689 CHF | 100,00% | 100,00% |
09/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 804 CHF | 80 304 CHF | 100,00% | 100,00% |
08/08/2024 | 0,81% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 43 862 | 43 862 | 67 209 CHF | 67 709 CHF | 97,60% | 97,60% |
07/08/2024 | 1,32% | 1,53 CHF | 1,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 527 CHF | 38 027 CHF | 95,25% | 95,25% |
06/08/2024 | 1,04% | 1,44 CHF | 1,46 CHF | 50 000 | 50 000 | 45 883 | 37 650 | 65 868 CHF | 54 600 CHF | 99,54% | 99,54% |
02/08/2024 | 2,05% | 1,47 CHF | 1,50 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 59 737 CHF | 15 244 CHF | 98,21% | 98,21% |
31/07/2024 | 0,71% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 48 305 | 45 593 | 78 085 CHF | 74 208 CHF | 30,67% | 30,67% |