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 | 1,08% | 1,58 CHF | 1,60 CHF | 40 000 | 25 000 | 40 000 | 24 920 | 62 761 CHF | 39 522 CHF | 98,37% | 98,37% |
14/08/2024 | 1,08% | 1,56 CHF | 1,57 CHF | 40 000 | 25 000 | 40 000 | 24 849 | 61 521 CHF | 38 628 CHF | 98,49% | 98,49% |
13/08/2024 | 1,05% | 1,46 CHF | 1,47 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 986 CHF | 36 623 CHF | 97,09% | 97,09% |
12/08/2024 | 1,05% | 1,49 CHF | 1,51 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 60 234 CHF | 38 043 CHF | 99,94% | 99,94% |
09/08/2024 | 0,99% | 1,47 CHF | 1,49 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 59 743 CHF | 37 711 CHF | 99,95% | 99,95% |
08/08/2024 | 1,06% | 1,44 CHF | 1,45 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 56 719 CHF | 35 828 CHF | 96,13% | 96,13% |
07/08/2024 | 1,03% | 1,53 CHF | 1,55 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 58 656 CHF | 37 037 CHF | 99,98% | 99,98% |
06/08/2024 | 1,58% | 1,37 CHF | 1,38 CHF | 40 000 | 25 000 | 40 000 | 22 918 | 56 068 CHF | 32 531 CHF | 98,38% | 98,38% |
02/08/2024 | 2,99% | 1,54 CHF | 1,59 CHF | 40 000 | 7 500 | 32 985 | 7 500 | 55 935 CHF | 13 171 CHF | 97,65% | 97,65% |
31/07/2024 | 0,91% | 1,96 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 24 653 | 59 010 CHF | 48 929 CHF | 29,14% | 29,14% |