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 | 0,90% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 49 487 | 56 249 CHF | 56 173 CHF | 99,06% | 99,06% |
14/08/2024 | 0,96% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 48 917 | 54 335 CHF | 53 665 CHF | 98,83% | 98,83% |
13/08/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 009 CHF | 53 509 CHF | 96,65% | 96,65% |
12/08/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 302 CHF | 51 802 CHF | 100,00% | 100,00% |
09/08/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 694 | 50 000 | 51 096 CHF | 50 909 CHF | 100,00% | 100,00% |
08/08/2024 | 1,18% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 55 413 | 46 724 | 52 575 CHF | 44 835 CHF | 95,79% | 95,79% |
07/08/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 303 CHF | 47 420 CHF | 100,00% | 100,00% |
06/08/2024 | 1,50% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 007 | 39 709 | 51 624 CHF | 34 559 CHF | 99,55% | 99,55% |
02/08/2024 | 2,65% | 1,01 CHF | 1,03 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 51 442 CHF | 10 565 CHF | 98,98% | 98,98% |
31/07/2024 | 0,97% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 46 611 | 57 505 CHF | 54 157 CHF | 30,66% | 30,66% |