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% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 49 790 | 49 474 | 67 170 CHF | 67 237 CHF | 99,19% | 99,19% |
14/08/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 685 | 49 212 | 65 884 CHF | 65 747 CHF | 97,78% | 97,78% |
13/08/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 218 CHF | 63 718 CHF | 97,07% | 97,07% |
12/08/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 915 CHF | 63 415 CHF | 100,00% | 100,00% |
09/08/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 229 CHF | 61 729 CHF | 99,70% | 99,70% |
08/08/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 666 CHF | 57 166 CHF | 97,81% | 97,81% |
07/08/2024 | 1,35% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 25 933 | 25 933 | 30 196 CHF | 30 599 CHF | 99,31% | 99,31% |
06/08/2024 | 0,95% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 39 710 | 54 335 CHF | 43 494 CHF | 98,62% | 98,62% |
02/08/2024 | 1,41% | 1,15 CHF | 1,17 CHF | 50 000 | 10 000 | 43 987 | 10 000 | 54 540 CHF | 12 605 CHF | 97,69% | 97,69% |
30/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 583 CHF | 73 083 CHF | 96,79% | 96,79% |