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 | 0,71% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 237 CHF | 70 737 CHF | 100,00% | 100,00% |
14/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 039 CHF | 66 539 CHF | 99,49% | 99,49% |
13/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 820 CHF | 64 320 CHF | 99,50% | 99,50% |
12/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 260 CHF | 64 760 CHF | 99,35% | 99,35% |
09/08/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 803 CHF | 65 303 CHF | 99,47% | 99,47% |
08/08/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 824 CHF | 62 324 CHF | 97,36% | 97,36% |
07/08/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 146 CHF | 65 646 CHF | 99,26% | 99,26% |
06/08/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 751 CHF | 59 251 CHF | 99,37% | 99,37% |
02/08/2024 | 0,86% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 820 CHF | 58 320 CHF | 95,32% | 95,32% |
30/07/2024 | 0,68% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 587 CHF | 74 087 CHF | 98,86% | 98,86% |