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 | - | 1,62 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,60% |
14/08/2024 | - | 1,43 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,16% |
13/08/2024 | - | 1,30 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 95,14% |
12/08/2024 | - | 1,27 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,46% |
09/08/2024 | - | 1,20 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 95,58% |
08/08/2024 | 1,02% | 1,08 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 440 278 CHF | 148 259 CHF | 82,94% | 94,39% |
07/08/2024 | 0,93% | 1,10 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 483 148 CHF | 162 549 CHF | 54,70% | 97,08% |
06/08/2024 | 0,91% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 346 221 | 115 407 | 378 494 CHF | 127 319 CHF | 92,87% | 92,87% |
02/08/2024 | - | 1,21 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,78% |
30/07/2024 | - | 1,59 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,20% |