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 | 2,63% | 1,29 CHF | 1,33 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 62 720 CHF | 64 391 CHF | 96,50% | 96,50% |
14/08/2024 | 2,17% | 1,19 CHF | 1,22 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 55 314 CHF | 56 515 CHF | 98,43% | 98,43% |
13/08/2024 | 2,29% | 1,06 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 588 CHF | 53 808 CHF | 96,16% | 96,16% |
12/08/2024 | 2,26% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 774 CHF | 53 977 CHF | 97,40% | 97,40% |
09/08/2024 | 2,33% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 282 CHF | 52 491 CHF | 99,33% | 99,33% |
08/08/2024 | 2,59% | 0,96 CHF | 0,99 CHF | 50 000 | 50 000 | 52 716 | 52 716 | 46 969 CHF | 48 182 CHF | 88,18% | 88,18% |
07/08/2024 | 1,30% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 502 CHF | 104 851 CHF | 96,53% | 96,53% |
06/08/2024 | 2,06% | 0,92 CHF | 0,94 CHF | 100 000 | 100 000 | 83 561 | 79 451 | 77 522 CHF | 75 095 CHF | 71,07% | 71,07% |
02/08/2024 | 3,90% | 1,04 CHF | 1,08 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 660 CHF | 28 417 CHF | 80,92% | 80,92% |
31/07/2024 | 1,81% | 1,39 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 306 CHF | 140 829 CHF | 22,33% | 22,33% |