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 | 1,50% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 49 488 | 55 112 CHF | 55 365 CHF | 99,07% | 99,07% |
14/08/2024 | 1,54% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 49 219 | 54 078 CHF | 54 053 CHF | 98,67% | 98,67% |
13/08/2024 | 1,51% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 257 CHF | 52 036 CHF | 97,07% | 97,07% |
12/08/2024 | 1,50% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 026 | 50 000 | 51 038 CHF | 51 783 CHF | 99,63% | 99,63% |
09/08/2024 | 1,50% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 56 771 | 50 000 | 56 207 CHF | 50 280 CHF | 99,32% | 99,32% |
08/08/2024 | 1,69% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 336 CHF | 46 052 CHF | 97,32% | 97,32% |
07/08/2024 | 2,61% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 26 315 | 25 940 | 24 519 CHF | 24 780 CHF | 98,63% | 98,63% |
06/08/2024 | 2,03% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 60 003 | 39 578 | 51 936 CHF | 34 898 CHF | 97,77% | 97,77% |
02/08/2024 | 2,76% | 0,92 CHF | 0,95 CHF | 60 000 | 10 000 | 52 871 | 10 000 | 52 802 CHF | 10 288 CHF | 92,48% | 92,48% |
30/07/2024 | 1,27% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 070 CHF | 60 839 CHF | 95,53% | 95,53% |