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 | 1,33% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 450 CHF | 37 950 CHF | 100,00% | 100,00% |
14/08/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 095 CHF | 38 595 CHF | 100,00% | 100,00% |
13/08/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 311 CHF | 39 811 CHF | 98,93% | 98,93% |
12/08/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 439 CHF | 39 939 CHF | 99,06% | 99,06% |
09/08/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 263 CHF | 39 763 CHF | 99,85% | 99,85% |
08/08/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 309 CHF | 41 809 CHF | 100,00% | 100,00% |
07/08/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 466 CHF | 38 966 CHF | 99,40% | 99,40% |
06/08/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 385 CHF | 40 885 CHF | 99,64% | 99,64% |
02/08/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 282 CHF | 37 782 CHF | 99,71% | 99,71% |
31/07/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 545 CHF | 35 045 CHF | 32,11% | 32,11% |