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 | 1,19% | 2,01 CHF | 2,03 CHF | 50 000 | 50 000 | 49 466 | 49 466 | 97 831 CHF | 98 993 CHF | 98,36% | 98,36% |
14/08/2024 | 1,32% | 1,89 CHF | 1,92 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 89 101 CHF | 90 271 CHF | 98,48% | 98,48% |
13/08/2024 | 1,39% | 1,74 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 248 CHF | 87 451 CHF | 97,09% | 97,09% |
12/08/2024 | 1,34% | 1,73 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 423 CHF | 87 592 CHF | 100,00% | 100,00% |
09/08/2024 | 1,35% | 1,66 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 177 CHF | 85 326 CHF | 99,42% | 99,42% |
08/08/2024 | 1,57% | 1,61 CHF | 1,63 CHF | 50 000 | 50 000 | 52 593 | 52 593 | 78 702 CHF | 79 921 CHF | 92,35% | 92,35% |
07/08/2024 | 0,84% | 1,74 CHF | 1,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 165 937 CHF | 167 344 CHF | 99,26% | 99,26% |
06/08/2024 | 1,31% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 79 198 | 79 198 | 118 799 CHF | 120 188 CHF | 98,43% | 98,43% |
02/08/2024 | 2,45% | 1,69 CHF | 1,73 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 53 059 CHF | 45 314 CHF | 98,04% | 98,04% |
31/07/2024 | 0,68% | 2,12 CHF | 2,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 210 962 CHF | 212 407 CHF | 22,36% | 22,36% |