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 | 1,16% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 49 306 | 55 725 CHF | 55 597 CHF | 98,38% | 98,38% |
14/08/2024 | 1,36% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 48 403 | 56 643 CHF | 55 552 CHF | 98,49% | 98,49% |
13/08/2024 | 1,31% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 370 CHF | 58 126 CHF | 97,09% | 97,09% |
12/08/2024 | 1,37% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 471 CHF | 56 234 CHF | 100,00% | 100,00% |
09/08/2024 | 1,47% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 535 CHF | 54 329 CHF | 99,82% | 99,82% |
08/08/2024 | 1,51% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 51 261 | 50 000 | 52 227 CHF | 51 754 CHF | 96,24% | 96,24% |
07/08/2024 | 1,41% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 51 391 | 50 000 | 52 060 CHF | 51 408 CHF | 99,22% | 99,22% |
06/08/2024 | 1,73% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 37 526 | 54 870 CHF | 41 760 CHF | 98,54% | 98,54% |
02/08/2024 | 3,74% | 0,93 CHF | 0,97 CHF | 60 000 | 10 000 | 52 222 | 10 000 | 54 812 CHF | 10 933 CHF | 94,34% | 94,34% |
31/07/2024 | 1,35% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 45 480 | 53 719 CHF | 49 591 CHF | 29,57% | 29,57% |