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 | 1,28% | 1,86 CHF | 1,88 CHF | 50 000 | 50 000 | 49 591 | 49 489 | 91 715 CHF | 92 694 CHF | 91,65% | 91,65% |
14/08/2024 | 1,36% | 1,97 CHF | 1,99 CHF | 50 000 | 50 000 | 46 128 | 45 963 | 83 257 CHF | 84 042 CHF | 93,37% | 93,37% |
13/08/2024 | 0,96% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 078 CHF | 75 807 CHF | 93,57% | 93,57% |
12/08/2024 | 0,82% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 645 CHF | 75 259 CHF | 99,60% | 99,60% |
09/08/2024 | 0,85% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 554 CHF | 74 185 CHF | 99,31% | 99,31% |
08/08/2024 | 0,92% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 416 CHF | 69 051 CHF | 94,18% | 94,18% |
07/08/2024 | 0,84% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 225 CHF | 70 819 CHF | 96,22% | 96,22% |
06/08/2024 | 1,37% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 48 985 | 40 122 | 59 298 CHF | 49 194 CHF | 95,30% | 95,30% |
02/08/2024 | 2,64% | 1,33 CHF | 1,37 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 60 090 CHF | 15 423 CHF | 92,75% | 92,75% |
31/07/2024 | 1,24% | 2,02 CHF | 2,04 CHF | 50 000 | 50 000 | 47 599 | 46 999 | 95 881 CHF | 95 825 CHF | 30,13% | 30,13% |