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 | 0,95% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 49 306 | 59 866 CHF | 59 586 CHF | 98,38% | 98,38% |
14/08/2024 | 1,02% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 48 403 | 58 996 CHF | 57 720 CHF | 98,49% | 98,49% |
13/08/2024 | 1,04% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 279 CHF | 58 887 CHF | 97,09% | 97,09% |
12/08/2024 | 1,23% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 162 CHF | 60 906 CHF | 100,00% | 100,00% |
09/08/2024 | 1,01% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 355 CHF | 62 988 CHF | 100,00% | 100,00% |
08/08/2024 | 1,23% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 812 CHF | 65 613 CHF | 96,24% | 96,24% |
07/08/2024 | 1,04% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 237 CHF | 65 921 CHF | 100,00% | 100,00% |
06/08/2024 | 1,57% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 37 469 | 60 857 CHF | 46 340 CHF | 98,10% | 98,10% |
02/08/2024 | 3,43% | 1,37 CHF | 1,41 CHF | 40 000 | 10 000 | 46 388 | 10 000 | 57 389 CHF | 12 851 CHF | 92,80% | 92,80% |
31/07/2024 | 1,16% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 48 259 | 45 480 | 60 348 CHF | 57 481 CHF | 29,57% | 29,57% |