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 | 0,71% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 111 CHF | 70 611 CHF | 99,40% | 99,40% |
14/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 121 CHF | 64 621 CHF | 85,47% | 85,47% |
13/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 423 CHF | 60 923 CHF | 90,92% | 90,92% |
12/08/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 793 CHF | 63 293 CHF | 99,56% | 99,56% |
09/08/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 825 CHF | 60 325 CHF | 99,42% | 99,42% |
08/08/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 215 CHF | 55 715 CHF | 95,23% | 95,23% |
07/08/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 266 CHF | 57 766 CHF | 99,22% | 99,22% |
06/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 51 747 | 50 000 | 53 014 CHF | 51 808 CHF | 97,47% | 97,47% |
02/08/2024 | 0,69% | 1,19 CHF | 1,20 CHF | 50 000 | 30 000 | 41 204 | 30 000 | 59 257 CHF | 43 645 CHF | 95,61% | 95,61% |
30/07/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 64 870 CHF | 65 170 CHF | 94,97% | 94,97% |