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 | 1,38% | 1,38 CHF | 1,40 CHF | 37 500 | 37 500 | 37 237 | 37 237 | 48 961 CHF | 49 641 CHF | 99,18% | 99,18% |
14/08/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 74 002 | 74 002 | 109 243 CHF | 109 991 CHF | 98,49% | 98,49% |
13/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 761 CHF | 106 511 CHF | 92,48% | 92,48% |
12/08/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 249 CHF | 110 999 CHF | 100,00% | 100,00% |
09/08/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 050 CHF | 112 800 CHF | 98,65% | 98,65% |
08/08/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 111 CHF | 106 861 CHF | 97,91% | 97,91% |
07/08/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 667 CHF | 111 417 CHF | 97,85% | 97,85% |
06/08/2024 | 0,86% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 64 584 | 64 584 | 88 557 CHF | 89 297 CHF | 97,00% | 97,00% |
02/08/2024 | 1,55% | 1,49 CHF | 1,51 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 599 CHF | 31 789 CHF | 97,40% | 97,40% |
31/07/2024 | 0,57% | 1,83 CHF | 1,84 CHF | 75 000 | 75 000 | 71 437 | 71 437 | 131 555 CHF | 132 298 CHF | 29,12% | 29,12% |