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 | 0,95% | 1,36 CHF | 1,37 CHF | 40 000 | 25 000 | 40 000 | 24 738 | 52 616 CHF | 32 849 CHF | 99,20% | 99,20% |
14/08/2024 | 0,99% | 1,24 CHF | 1,25 CHF | 50 000 | 25 000 | 42 653 | 24 637 | 53 349 CHF | 31 157 CHF | 98,67% | 98,67% |
13/08/2024 | 1,05% | 1,19 CHF | 1,20 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 341 CHF | 28 973 CHF | 96,98% | 96,98% |
12/08/2024 | 0,96% | 1,21 CHF | 1,22 CHF | 50 000 | 25 000 | 48 327 | 25 000 | 59 521 CHF | 31 107 CHF | 100,00% | 100,00% |
09/08/2024 | 0,94% | 1,26 CHF | 1,27 CHF | 40 000 | 25 000 | 43 423 | 25 000 | 54 278 CHF | 31 578 CHF | 96,59% | 96,59% |
08/08/2024 | 1,11% | 1,17 CHF | 1,18 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 646 CHF | 27 122 CHF | 96,56% | 96,56% |
07/08/2024 | 1,01% | 1,23 CHF | 1,24 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 173 CHF | 28 878 CHF | 97,44% | 97,44% |
06/08/2024 | 1,66% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 57 236 | 18 794 | 55 739 CHF | 18 657 CHF | 98,50% | 98,50% |
02/08/2024 | 2,87% | 1,14 CHF | 1,18 CHF | 50 000 | 7 500 | 41 382 | 7 500 | 53 194 CHF | 9 946 CHF | 94,30% | 94,30% |
31/07/2024 | 1,57% | 1,50 CHF | 1,52 CHF | 40 000 | 25 000 | 40 000 | 24 063 | 59 413 CHF | 36 266 CHF | 30,08% | 30,08% |