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 | 1,63% | 1,86 CHF | 1,89 CHF | 50 000 | 50 000 | 49 665 | 49 582 | 89 621 CHF | 90 930 CHF | 94,81% | 94,81% |
14/08/2024 | 1,68% | 1,77 CHF | 1,80 CHF | 50 000 | 50 000 | 49 394 | 49 242 | 86 524 CHF | 87 708 CHF | 98,49% | 98,49% |
13/08/2024 | 1,73% | 1,67 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 484 CHF | 84 942 CHF | 96,40% | 96,40% |
12/08/2024 | 1,66% | 1,73 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 087 CHF | 88 541 CHF | 83,45% | 83,45% |
09/08/2024 | 1,65% | 1,74 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 019 CHF | 88 464 CHF | 94,18% | 94,18% |
08/08/2024 | 1,75% | 1,70 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 327 CHF | 83 776 CHF | 89,35% | 89,35% |
07/08/2024 | 1,67% | 1,73 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 230 CHF | 85 648 CHF | 92,84% | 92,84% |
06/08/2024 | 2,33% | 1,48 CHF | 1,51 CHF | 50 000 | 50 000 | 46 029 | 40 073 | 69 791 CHF | 61 872 CHF | 83,16% | 83,16% |
02/08/2024 | 3,84% | 1,74 CHF | 1,81 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 54 986 CHF | 19 046 CHF | 76,09% | 76,09% |
31/07/2024 | 1,41% | 2,27 CHF | 2,30 CHF | 50 000 | 50 000 | 48 567 | 48 209 | 110 260 CHF | 110 980 CHF | 28,27% | 28,27% |