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 | 1,47% | 1,65 CHF | 1,68 CHF | 50 000 | 50 000 | 49 464 | 49 464 | 79 385 CHF | 80 560 CHF | 98,12% | 98,12% |
14/08/2024 | 1,55% | 1,57 CHF | 1,59 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 75 992 CHF | 77 170 CHF | 98,49% | 98,49% |
13/08/2024 | 1,60% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 311 CHF | 74 490 CHF | 97,09% | 97,09% |
12/08/2024 | 1,45% | 1,49 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 218 CHF | 76 317 CHF | 100,00% | 100,00% |
09/08/2024 | 1,56% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 293 CHF | 76 474 CHF | 99,66% | 99,66% |
08/08/2024 | 1,52% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 859 CHF | 71 945 CHF | 95,03% | 95,03% |
07/08/2024 | 1,46% | 1,53 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 323 CHF | 76 429 CHF | 99,73% | 99,73% |
06/08/2024 | 1,95% | 1,37 CHF | 1,40 CHF | 50 000 | 50 000 | 39 443 | 39 443 | 54 326 CHF | 55 330 CHF | 96,67% | 96,67% |
02/08/2024 | 3,06% | 1,48 CHF | 1,53 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 16 106 CHF | 16 606 CHF | 98,05% | 98,05% |
31/07/2024 | 1,29% | 1,88 CHF | 1,90 CHF | 37 500 | 37 500 | 36 204 | 36 204 | 69 440 CHF | 70 333 CHF | 29,57% | 29,57% |