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 | 0,68% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 42 210 | 30 526 | 62 023 CHF | 45 287 CHF | 97,78% | 97,78% |
14/08/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 42 239 | 30 597 | 60 610 CHF | 44 216 CHF | 84,99% | 84,99% |
13/08/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 42 359 | 30 897 | 59 423 CHF | 43 773 CHF | 91,78% | 91,78% |
12/08/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 42 183 | 30 458 | 57 873 CHF | 42 154 CHF | 99,14% | 99,14% |
09/08/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 42 135 | 30 339 | 54 481 CHF | 39 597 CHF | 99,19% | 99,19% |
08/08/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 48 786 | 30 504 | 60 526 CHF | 38 333 CHF | 95,81% | 95,81% |
07/08/2024 | 0,81% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 30 737 | 61 172 CHF | 38 224 CHF | 93,67% | 93,67% |
06/08/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 49 409 | 30 189 | 58 941 CHF | 36 077 CHF | 95,72% | 95,72% |
02/08/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 42 010 | 30 025 | 59 015 CHF | 42 677 CHF | 95,47% | 95,47% |
30/07/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 42 149 | 30 373 | 60 523 CHF | 43 922 CHF | 99,02% | 99,02% |