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 | 1,74% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 65 260 CHF | 66 403 CHF | 98,37% | 98,37% |
14/08/2024 | 1,74% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 62 125 CHF | 63 206 CHF | 98,49% | 98,49% |
13/08/2024 | 1,82% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 086 CHF | 60 173 CHF | 97,08% | 97,08% |
12/08/2024 | 1,87% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 933 CHF | 62 083 CHF | 99,97% | 99,97% |
09/08/2024 | 1,78% | 1,21 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 077 CHF | 62 171 CHF | 99,58% | 99,58% |
08/08/2024 | 1,94% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 602 CHF | 57 708 CHF | 95,97% | 95,97% |
07/08/2024 | 1,78% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 099 CHF | 62 198 CHF | 99,56% | 99,56% |
06/08/2024 | 2,44% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 39 628 | 39 628 | 43 271 CHF | 44 272 CHF | 98,75% | 98,75% |
02/08/2024 | 3,71% | 1,20 CHF | 1,25 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 13 263 CHF | 13 763 CHF | 96,64% | 96,64% |
31/07/2024 | 1,53% | 1,59 CHF | 1,62 CHF | 37 500 | 37 500 | 36 204 | 36 204 | 59 110 CHF | 60 015 CHF | 29,57% | 29,57% |