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 | 1,25% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 49 732 | 51 871 CHF | 43 528 CHF | 97,13% | 97,13% |
14/08/2024 | 1,28% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 49 476 | 51 654 CHF | 43 139 CHF | 97,27% | 97,27% |
13/08/2024 | 1,30% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 62 559 | 50 000 | 52 990 CHF | 42 953 CHF | 96,54% | 96,54% |
12/08/2024 | 1,29% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 930 CHF | 43 837 CHF | 98,09% | 98,09% |
09/08/2024 | 1,22% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 747 CHF | 46 185 CHF | 100,00% | 100,00% |
08/08/2024 | 1,25% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 212 CHF | 44 901 CHF | 97,05% | 97,05% |
07/08/2024 | 1,16% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 843 | 50 000 | 57 473 CHF | 48 586 CHF | 96,60% | 96,60% |
06/08/2024 | 1,71% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 39 716 | 53 209 CHF | 35 803 CHF | 98,78% | 98,78% |
02/08/2024 | 3,53% | 0,94 CHF | 0,97 CHF | 60 000 | 10 000 | 54 099 | 10 000 | 53 753 CHF | 10 307 CHF | 98,48% | 98,48% |
31/07/2024 | 1,21% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 47 381 | 56 202 CHF | 53 984 CHF | 29,73% | 29,73% |