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 | 0,77% | 1,97 CHF | 1,99 CHF | 50 000 | 50 000 | 49 369 | 49 159 | 95 362 CHF | 95 686 CHF | 99,08% | 99,08% |
14/08/2024 | 0,75% | 1,94 CHF | 1,96 CHF | 50 000 | 50 000 | 48 742 | 48 324 | 93 393 CHF | 93 271 CHF | 98,67% | 98,67% |
13/08/2024 | 0,77% | 1,80 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 626 CHF | 87 297 CHF | 97,07% | 97,07% |
12/08/2024 | 0,78% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 499 CHF | 90 198 CHF | 100,00% | 100,00% |
09/08/2024 | 0,82% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 178 CHF | 92 940 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 1,81 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 726 CHF | 88 432 CHF | 95,40% | 95,40% |
07/08/2024 | 0,74% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 204 CHF | 88 856 CHF | 99,69% | 99,69% |
06/08/2024 | 1,16% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 45 871 | 37 614 | 72 186 CHF | 60 053 CHF | 98,69% | 98,69% |
02/08/2024 | 2,77% | 1,37 CHF | 1,41 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 56 880 CHF | 14 620 CHF | 95,82% | 95,82% |
31/07/2024 | 0,99% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 47 945 | 44 693 | 74 550 CHF | 70 128 CHF | 30,39% | 30,39% |