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 | 1,41% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 49 794 | 49 486 | 77 309 CHF | 77 916 CHF | 91,18% | 91,18% |
14/08/2024 | 1,51% | 1,67 CHF | 1,69 CHF | 50 000 | 50 000 | 46 458 | 45 963 | 70 058 CHF | 70 344 CHF | 93,38% | 93,38% |
13/08/2024 | 1,01% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 308 CHF | 61 932 CHF | 93,38% | 93,38% |
12/08/2024 | 1,03% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 056 CHF | 61 691 CHF | 99,60% | 99,60% |
09/08/2024 | 1,05% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 257 CHF | 60 891 CHF | 98,81% | 98,81% |
08/08/2024 | 1,12% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 712 CHF | 56 337 CHF | 95,34% | 95,34% |
07/08/2024 | 1,02% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 212 CHF | 57 798 CHF | 96,33% | 96,33% |
06/08/2024 | 1,69% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 57 285 | 40 027 | 55 790 CHF | 39 651 CHF | 94,22% | 94,22% |
02/08/2024 | 3,20% | 1,09 CHF | 1,13 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 37 102 CHF | 12 767 CHF | 93,80% | 93,80% |
31/07/2024 | 1,39% | 1,72 CHF | 1,75 CHF | 50 000 | 50 000 | 47 590 | 46 988 | 81 861 CHF | 81 927 CHF | 30,01% | 30,01% |