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 | 1,24% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 948 CHF | 40 448 CHF | 100,00% | 100,00% |
14/08/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 904 CHF | 39 404 CHF | 100,00% | 100,00% |
13/08/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 405 CHF | 37 905 CHF | 98,87% | 98,87% |
12/08/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 397 CHF | 38 897 CHF | 99,07% | 99,07% |
09/08/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 360 CHF | 37 860 CHF | 99,94% | 99,94% |
08/08/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 461 CHF | 34 961 CHF | 100,00% | 100,00% |
07/08/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 994 CHF | 36 494 CHF | 99,53% | 99,53% |
06/08/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 963 CHF | 35 463 CHF | 99,67% | 99,67% |
02/08/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 956 CHF | 38 456 CHF | 99,76% | 99,76% |
31/07/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 677 CHF | 45 177 CHF | 26,81% | 26,81% |