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 | 0,54% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 49 379 | 49 174 | 94 416 CHF | 94 523 CHF | 99,06% | 99,06% |
14/08/2024 | 0,55% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 48 923 | 48 595 | 92 171 CHF | 92 051 CHF | 98,83% | 98,83% |
13/08/2024 | 0,64% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 635 CHF | 94 239 CHF | 96,65% | 96,65% |
12/08/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 338 CHF | 94 838 CHF | 100,00% | 100,00% |
09/08/2024 | 0,61% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 021 CHF | 93 595 CHF | 100,00% | 100,00% |
08/08/2024 | 0,74% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 43 818 | 43 818 | 78 665 CHF | 79 204 CHF | 97,83% | 97,83% |
07/08/2024 | 1,13% | 1,80 CHF | 1,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 121 CHF | 44 621 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 42 077 | 37 618 | 71 531 CHF | 64 453 CHF | 99,28% | 99,28% |
02/08/2024 | 1,75% | 1,73 CHF | 1,76 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 52 687 CHF | 17 873 CHF | 99,11% | 99,11% |
31/07/2024 | 0,58% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 46 609 | 45 593 | 87 571 CHF | 86 143 CHF | 30,67% | 30,67% |