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 | 0,92% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 49 838 | 49 594 | 66 552 CHF | 66 831 CHF | 97,75% | 97,75% |
14/08/2024 | 0,94% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 697 | 49 243 | 65 310 CHF | 65 314 CHF | 98,47% | 98,47% |
13/08/2024 | 0,94% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 795 CHF | 62 379 CHF | 95,99% | 95,99% |
12/08/2024 | 0,92% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 414 CHF | 62 992 CHF | 100,00% | 100,00% |
09/08/2024 | 0,92% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 232 CHF | 62 804 CHF | 100,00% | 100,00% |
08/08/2024 | 0,97% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 610 CHF | 61 202 CHF | 96,67% | 96,67% |
07/08/2024 | 0,89% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 262 CHF | 61 807 CHF | 96,63% | 96,63% |
06/08/2024 | 1,37% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 39 625 | 56 932 CHF | 45 575 CHF | 98,71% | 98,71% |
02/08/2024 | 2,64% | 1,31 CHF | 1,35 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 54 198 CHF | 13 911 CHF | 98,08% | 98,08% |
31/07/2024 | 0,91% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 49 305 | 48 261 | 72 004 CHF | 71 124 CHF | 29,08% | 29,08% |