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 | 0,66% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 49 379 | 49 174 | 86 022 CHF | 86 222 CHF | 99,06% | 99,06% |
14/08/2024 | 0,80% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 48 832 | 48 476 | 83 630 CHF | 83 685 CHF | 91,12% | 91,12% |
13/08/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 239 CHF | 85 739 CHF | 96,65% | 96,65% |
12/08/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 838 CHF | 86 338 CHF | 100,00% | 100,00% |
09/08/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 595 CHF | 85 095 CHF | 100,00% | 100,00% |
08/08/2024 | 0,77% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 43 817 | 43 817 | 71 254 CHF | 71 754 CHF | 97,83% | 97,83% |
07/08/2024 | 1,24% | 1,63 CHF | 1,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 929 CHF | 40 429 CHF | 100,00% | 100,00% |
06/08/2024 | 0,92% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 45 884 | 37 651 | 70 186 CHF | 58 108 CHF | 99,55% | 99,55% |
02/08/2024 | 1,87% | 1,56 CHF | 1,59 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 63 491 CHF | 16 173 CHF | 99,12% | 99,12% |
31/07/2024 | 0,77% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 46 520 | 45 477 | 79 499 CHF | 78 305 CHF | 29,88% | 29,88% |