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 | 0,79% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 49 838 | 49 594 | 71 845 CHF | 72 057 CHF | 97,74% | 97,74% |
14/08/2024 | 0,84% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 49 697 | 49 243 | 70 551 CHF | 70 489 CHF | 98,49% | 98,49% |
13/08/2024 | 0,86% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 039 CHF | 67 615 CHF | 97,09% | 97,09% |
12/08/2024 | 0,87% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 644 CHF | 68 236 CHF | 100,00% | 100,00% |
09/08/2024 | 0,82% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 525 CHF | 68 082 CHF | 99,86% | 99,86% |
08/08/2024 | 0,88% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 838 CHF | 66 419 CHF | 93,63% | 93,63% |
07/08/2024 | 0,84% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 523 CHF | 67 083 CHF | 96,99% | 96,99% |
06/08/2024 | 1,31% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 47 611 | 39 689 | 59 105 CHF | 49 808 CHF | 97,53% | 97,53% |
02/08/2024 | 2,48% | 1,41 CHF | 1,45 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 58 444 CHF | 14 977 CHF | 95,27% | 95,27% |
31/07/2024 | 0,79% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 49 316 | 48 290 | 77 254 CHF | 76 246 CHF | 29,57% | 29,57% |