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 | 0,55% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 49 589 | 49 487 | 91 412 CHF | 91 726 CHF | 99,07% | 99,07% |
14/08/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 49 133 | 48 917 | 88 712 CHF | 88 813 CHF | 98,83% | 98,83% |
13/08/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 867 CHF | 89 367 CHF | 96,65% | 96,65% |
12/08/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 159 CHF | 87 659 CHF | 100,00% | 100,00% |
09/08/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 323 CHF | 86 823 CHF | 100,00% | 100,00% |
08/08/2024 | 0,67% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 46 792 | 46 792 | 77 979 CHF | 78 476 CHF | 97,83% | 97,83% |
07/08/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 889 CHF | 83 389 CHF | 100,00% | 100,00% |
06/08/2024 | 0,77% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 45 782 | 39 455 | 72 191 CHF | 62 605 CHF | 97,14% | 97,14% |
02/08/2024 | 1,45% | 1,72 CHF | 1,75 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 52 397 CHF | 17 721 CHF | 98,78% | 98,78% |
31/07/2024 | 0,57% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 47 289 | 46 611 | 88 311 CHF | 87 547 CHF | 30,66% | 30,66% |