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 | 0,93% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 49 487 | 54 669 CHF | 54 611 CHF | 99,07% | 99,07% |
14/08/2024 | 0,96% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 48 917 | 52 823 CHF | 52 179 CHF | 98,83% | 98,83% |
13/08/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 509 CHF | 52 009 CHF | 96,65% | 96,65% |
12/08/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 55 114 | 50 000 | 54 758 CHF | 50 224 CHF | 100,00% | 100,00% |
09/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 59 966 | 50 000 | 58 657 CHF | 49 409 CHF | 100,00% | 100,00% |
08/08/2024 | 1,21% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 55 509 | 46 792 | 50 920 CHF | 43 426 CHF | 97,83% | 97,83% |
07/08/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 503 CHF | 45 920 CHF | 100,00% | 100,00% |
06/08/2024 | 1,55% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 68 046 | 39 611 | 56 346 CHF | 33 202 CHF | 98,60% | 98,60% |
02/08/2024 | 2,66% | 0,98 CHF | 1,00 CHF | 60 000 | 10 000 | 52 980 | 10 000 | 52 857 CHF | 10 255 CHF | 96,47% | 96,47% |
31/07/2024 | 0,98% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 46 611 | 55 929 CHF | 52 679 CHF | 30,66% | 30,66% |