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 | 0,75% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 49 795 | 49 487 | 66 532 CHF | 66 617 CHF | 99,06% | 99,06% |
14/08/2024 | 0,81% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 567 | 48 917 | 64 350 CHF | 64 016 CHF | 98,83% | 98,83% |
13/08/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 542 CHF | 64 042 CHF | 96,65% | 96,65% |
12/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 802 CHF | 62 302 CHF | 100,00% | 100,00% |
09/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 041 CHF | 61 541 CHF | 100,00% | 100,00% |
08/08/2024 | 0,93% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 46 792 | 46 792 | 54 268 CHF | 54 758 CHF | 97,83% | 97,83% |
07/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 555 CHF | 58 055 CHF | 100,00% | 100,00% |
06/08/2024 | 1,23% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 39 709 | 53 530 CHF | 42 913 CHF | 99,55% | 99,55% |
02/08/2024 | 2,01% | 1,22 CHF | 1,24 CHF | 50 000 | 10 000 | 45 247 | 10 000 | 56 121 CHF | 12 665 CHF | 98,78% | 98,78% |
31/07/2024 | 0,82% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 48 645 | 46 611 | 66 261 CHF | 64 022 CHF | 30,66% | 30,66% |