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 | 0,96% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 49 174 | 60 840 CHF | 60 404 CHF | 99,06% | 99,06% |
14/08/2024 | 0,95% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 48 595 | 59 549 CHF | 58 433 CHF | 98,83% | 98,83% |
13/08/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 932 CHF | 59 432 CHF | 96,65% | 96,65% |
12/08/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 616 CHF | 60 116 CHF | 100,00% | 100,00% |
09/08/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 304 CHF | 58 804 CHF | 100,00% | 100,00% |
08/08/2024 | 1,13% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 43 818 | 43 818 | 48 302 CHF | 48 802 CHF | 97,83% | 97,83% |
07/08/2024 | 1,85% | 1,10 CHF | 1,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 811 CHF | 27 311 CHF | 100,00% | 100,00% |
06/08/2024 | 1,43% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 52 063 | 37 651 | 52 280 CHF | 38 386 CHF | 99,55% | 99,55% |
02/08/2024 | 2,87% | 1,04 CHF | 1,07 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 53 171 CHF | 10 944 CHF | 98,21% | 98,21% |
31/07/2024 | 0,96% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 45 593 | 59 317 CHF | 54 603 CHF | 30,67% | 30,67% |