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 | 1,58% | 1,79 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 268 CHF | 95 768 CHF | 98,86% | 98,86% |
14/08/2024 | 1,47% | 2,00 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 308 CHF | 102 808 CHF | 85,52% | 85,52% |
13/08/2024 | 1,41% | 2,10 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 860 CHF | 107 360 CHF | 93,94% | 93,94% |
12/08/2024 | 1,43% | 2,13 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 438 CHF | 105 938 CHF | 99,50% | 99,50% |
09/08/2024 | 1,47% | 2,06 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 181 CHF | 102 681 CHF | 99,50% | 99,50% |
08/08/2024 | 1,45% | 2,06 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 640 CHF | 104 140 CHF | 94,55% | 94,55% |
07/08/2024 | 1,48% | 2,03 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 505 CHF | 102 005 CHF | 98,04% | 98,04% |
06/08/2024 | 1,36% | 2,21 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 928 CHF | 111 428 CHF | 96,01% | 96,01% |
02/08/2024 | 1,52% | 2,02 CHF | 2,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 196 398 CHF | 199 398 CHF | 95,70% | 95,70% |
30/07/2024 | 1,22% | 1,64 CHF | 1,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 163 155 CHF | 165 155 CHF | 98,88% | 98,88% |