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 | 1,17% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 49 733 | 49 305 | 65 512 CHF | 65 701 CHF | 98,38% | 98,38% |
14/08/2024 | 1,15% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 379 | 48 403 | 64 208 CHF | 63 681 CHF | 98,49% | 98,49% |
13/08/2024 | 1,04% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 395 CHF | 65 068 CHF | 96,55% | 96,55% |
12/08/2024 | 0,96% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 267 CHF | 66 906 CHF | 100,00% | 100,00% |
09/08/2024 | 0,76% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 464 CHF | 68 988 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 021 CHF | 71 613 CHF | 96,24% | 96,24% |
07/08/2024 | 0,84% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 285 CHF | 71 887 CHF | 97,01% | 97,01% |
06/08/2024 | 1,61% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 45 876 | 37 629 | 61 396 CHF | 51 179 CHF | 99,36% | 99,36% |
02/08/2024 | 2,89% | 1,49 CHF | 1,53 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 54 591 CHF | 14 048 CHF | 92,25% | 92,25% |
31/07/2024 | 1,11% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 48 259 | 45 480 | 66 139 CHF | 62 956 CHF | 29,57% | 29,57% |