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 | 0,70% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 49 790 | 49 474 | 71 069 CHF | 71 110 CHF | 99,19% | 99,19% |
14/08/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 49 688 | 49 219 | 69 763 CHF | 69 594 CHF | 98,68% | 98,68% |
13/08/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 132 CHF | 67 632 CHF | 97,07% | 97,07% |
12/08/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 854 CHF | 67 354 CHF | 99,28% | 99,28% |
09/08/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 164 CHF | 65 664 CHF | 100,00% | 100,00% |
08/08/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 569 CHF | 61 069 CHF | 97,58% | 97,58% |
07/08/2024 | 1,21% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 25 932 | 25 932 | 32 232 CHF | 32 618 CHF | 99,46% | 99,46% |
06/08/2024 | 0,89% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 39 396 | 58 242 CHF | 46 228 CHF | 96,08% | 96,08% |
02/08/2024 | 1,35% | 1,23 CHF | 1,25 CHF | 50 000 | 10 000 | 40 283 | 10 000 | 53 179 CHF | 13 387 CHF | 98,29% | 98,29% |
30/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 476 CHF | 76 976 CHF | 96,77% | 96,77% |