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 | 1,27% | 1,49 CHF | 1,51 CHF | 37 500 | 37 500 | 37 237 | 37 237 | 52 888 CHF | 53 563 CHF | 99,18% | 99,18% |
14/08/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 74 001 | 74 001 | 116 916 CHF | 117 667 CHF | 98,48% | 98,48% |
13/08/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 756 CHF | 114 506 CHF | 96,83% | 96,83% |
12/08/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 174 CHF | 118 924 CHF | 100,00% | 100,00% |
09/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 958 CHF | 120 708 CHF | 100,00% | 100,00% |
08/08/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 082 CHF | 114 832 CHF | 97,46% | 97,46% |
07/08/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 556 CHF | 119 306 CHF | 96,81% | 96,81% |
06/08/2024 | 0,83% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 64 646 | 64 646 | 95 436 CHF | 96 203 CHF | 97,89% | 97,89% |
02/08/2024 | 1,46% | 1,59 CHF | 1,62 CHF | 40 000 | 20 000 | 34 978 | 20 000 | 58 232 CHF | 33 909 CHF | 97,71% | 97,71% |
31/07/2024 | 0,55% | 1,93 CHF | 1,94 CHF | 75 000 | 75 000 | 71 616 | 71 616 | 139 411 CHF | 140 168 CHF | 30,66% | 30,66% |