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 | 0,95% | 1,71 CHF | 1,73 CHF | 50 000 | 50 000 | 49 509 | 49 157 | 82 799 CHF | 82 993 CHF | 98,90% | 98,90% |
14/08/2024 | 0,97% | 1,68 CHF | 1,70 CHF | 50 000 | 50 000 | 48 886 | 48 308 | 80 975 CHF | 80 784 CHF | 97,76% | 97,76% |
13/08/2024 | 0,97% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 674 CHF | 74 394 CHF | 96,17% | 96,17% |
12/08/2024 | 0,99% | 1,48 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 557 CHF | 77 320 CHF | 99,84% | 99,84% |
09/08/2024 | 0,89% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 294 CHF | 80 006 CHF | 99,95% | 99,95% |
08/08/2024 | 0,95% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 845 CHF | 75 561 CHF | 95,93% | 95,93% |
07/08/2024 | 0,86% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 287 CHF | 75 934 CHF | 99,32% | 99,32% |
06/08/2024 | 1,38% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 46 224 | 37 622 | 60 791 CHF | 50 357 CHF | 98,50% | 98,50% |
02/08/2024 | 3,38% | 1,12 CHF | 1,16 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 58 202 CHF | 12 040 CHF | 95,34% | 95,34% |
31/07/2024 | 1,08% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 47 964 | 44 742 | 62 238 CHF | 58 628 CHF | 30,66% | 30,66% |