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 | 0,74% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 235 CHF | 67 735 CHF | 100,00% | 100,00% |
14/08/2024 | 0,71% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 363 CHF | 70 863 CHF | 100,00% | 100,00% |
13/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 479 CHF | 69 979 CHF | 98,79% | 98,79% |
12/08/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 109 CHF | 73 609 CHF | 98,96% | 98,96% |
09/08/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 450 CHF | 72 950 CHF | 99,82% | 99,82% |
08/08/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 375 CHF | 69 875 CHF | 100,00% | 100,00% |
07/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 471 CHF | 69 971 CHF | 99,45% | 99,45% |
06/08/2024 | 0,83% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 235 CHF | 60 735 CHF | 98,49% | 98,49% |
02/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 231 CHF | 56 731 CHF | 99,76% | 99,76% |
30/07/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 835 CHF | 65 335 CHF | 100,00% | 100,00% |