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 | 0,81% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 309 CHF | 61 809 CHF | 99,39% | 99,39% |
14/08/2024 | 0,84% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 697 CHF | 60 197 CHF | 98,87% | 98,87% |
13/08/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 359 CHF | 54 859 CHF | 98,93% | 98,93% |
12/08/2024 | 0,89% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 840 CHF | 56 340 CHF | 98,86% | 98,86% |
09/08/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 046 CHF | 56 546 CHF | 98,87% | 98,87% |
08/08/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 991 CHF | 57 491 CHF | 96,92% | 96,92% |
07/08/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 442 CHF | 57 942 CHF | 98,67% | 98,67% |
06/08/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 743 CHF | 60 243 CHF | 98,80% | 98,80% |
02/08/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 972 CHF | 54 472 CHF | 99,39% | 99,39% |
30/07/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 708 CHF | 47 208 CHF | 99,39% | 99,39% |