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 | 2,10% | 1,01 CHF | 1,04 CHF | 50 000 | 50 000 | 49 464 | 49 464 | 52 561 CHF | 53 671 CHF | 98,24% | 98,24% |
14/08/2024 | 2,03% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 54 299 CHF | 55 403 CHF | 98,47% | 98,47% |
13/08/2024 | 1,82% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 099 CHF | 61 203 CHF | 97,09% | 97,09% |
12/08/2024 | 1,90% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 250 CHF | 59 369 CHF | 100,00% | 100,00% |
09/08/2024 | 1,86% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 292 CHF | 59 385 CHF | 99,33% | 99,33% |
08/08/2024 | 1,82% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 813 CHF | 63 968 CHF | 94,87% | 94,87% |
07/08/2024 | 1,87% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 211 CHF | 59 310 CHF | 98,35% | 98,35% |
06/08/2024 | 2,09% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 39 677 | 39 677 | 51 294 CHF | 52 294 CHF | 98,85% | 98,85% |
02/08/2024 | 4,69% | 1,18 CHF | 1,23 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 457 CHF | 10 957 CHF | 97,17% | 97,17% |
31/07/2024 | 3,11% | 0,81 CHF | 0,83 CHF | 37 500 | 37 500 | 36 196 | 36 196 | 27 745 CHF | 28 604 CHF | 29,38% | 29,38% |