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 | 0,87% | 1,76 CHF | 1,78 CHF | 50 000 | 50 000 | 49 369 | 49 159 | 84 995 CHF | 85 363 CHF | 99,08% | 99,08% |
14/08/2024 | 0,84% | 1,73 CHF | 1,75 CHF | 50 000 | 50 000 | 48 877 | 48 529 | 83 387 CHF | 83 473 CHF | 97,97% | 97,97% |
13/08/2024 | 0,88% | 1,59 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 128 CHF | 76 799 CHF | 96,93% | 96,93% |
12/08/2024 | 0,88% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 999 CHF | 79 698 CHF | 100,00% | 100,00% |
09/08/2024 | 0,88% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 720 CHF | 82 444 CHF | 99,57% | 99,57% |
08/08/2024 | 0,91% | 1,60 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 225 CHF | 77 931 CHF | 95,39% | 95,39% |
07/08/2024 | 0,84% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 704 CHF | 78 356 CHF | 99,69% | 99,69% |
06/08/2024 | 1,35% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 45 874 | 37 621 | 62 497 CHF | 52 132 CHF | 98,28% | 98,28% |
02/08/2024 | 3,36% | 1,16 CHF | 1,20 CHF | 50 000 | 10 000 | 48 989 | 10 000 | 59 238 CHF | 12 514 CHF | 97,38% | 97,38% |
31/07/2024 | 1,14% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 47 945 | 44 693 | 64 473 CHF | 60 737 CHF | 30,39% | 30,39% |