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 | 0,84% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 49 487 | 60 668 CHF | 60 549 CHF | 99,06% | 99,06% |
14/08/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 48 917 | 58 823 CHF | 58 050 CHF | 98,83% | 98,83% |
13/08/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 509 CHF | 58 009 CHF | 96,65% | 96,65% |
12/08/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 724 CHF | 56 224 CHF | 100,00% | 100,00% |
09/08/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 909 CHF | 55 409 CHF | 100,00% | 100,00% |
08/08/2024 | 1,07% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 46 792 | 46 792 | 48 544 CHF | 49 041 CHF | 97,83% | 97,83% |
07/08/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 51 704 | 50 000 | 53 097 CHF | 51 920 CHF | 100,00% | 100,00% |
06/08/2024 | 1,22% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 39 580 | 56 918 CHF | 37 891 CHF | 98,30% | 98,30% |
02/08/2024 | 2,39% | 1,10 CHF | 1,12 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 55 917 CHF | 11 454 CHF | 97,45% | 97,45% |
31/07/2024 | 0,89% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 46 611 | 61 928 CHF | 58 272 CHF | 30,66% | 30,66% |