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 | 0,98% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 836 CHF | 51 336 CHF | 100,00% | 100,00% |
14/08/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 062 CHF | 51 562 CHF | 100,00% | 100,00% |
13/08/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 771 CHF | 52 271 CHF | 98,90% | 98,90% |
12/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 835 CHF | 51 335 CHF | 99,01% | 99,01% |
09/08/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 817 CHF | 50 317 CHF | 99,86% | 99,86% |
08/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 238 CHF | 50 738 CHF | 99,98% | 99,98% |
07/08/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 594 CHF | 50 094 CHF | 99,44% | 99,44% |
06/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 419 CHF | 52 919 CHF | 99,55% | 99,55% |
02/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 582 CHF | 49 082 CHF | 99,82% | 99,82% |
31/07/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 518 CHF | 47 018 CHF | 32,10% | 32,10% |