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 | 1,40% | 1,36 CHF | 1,38 CHF | 37 500 | 37 500 | 37 237 | 37 237 | 48 065 CHF | 48 743 CHF | 99,18% | 99,18% |
14/08/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 74 001 | 74 001 | 107 358 CHF | 108 111 CHF | 98,48% | 98,48% |
13/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 006 CHF | 104 756 CHF | 96,83% | 96,83% |
12/08/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 419 CHF | 109 169 CHF | 99,77% | 99,77% |
09/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 208 CHF | 110 958 CHF | 100,00% | 100,00% |
08/08/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 327 CHF | 105 077 CHF | 97,78% | 97,78% |
07/08/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 957 CHF | 109 707 CHF | 99,02% | 99,02% |
06/08/2024 | 0,92% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 64 280 | 64 280 | 86 592 CHF | 87 360 CHF | 94,32% | 94,32% |
02/08/2024 | 1,68% | 1,46 CHF | 1,49 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 563 CHF | 31 303 CHF | 97,02% | 97,02% |
31/07/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 71 616 | 71 616 | 130 112 CHF | 130 855 CHF | 30,66% | 30,66% |