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 | 0,82% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 870 CHF | 61 370 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 567 CHF | 62 067 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 399 CHF | 62 899 CHF | 98,57% | 98,57% |
12/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 105 CHF | 62 605 CHF | 99,19% | 99,19% |
09/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 840 CHF | 62 340 CHF | 99,85% | 99,85% |
08/08/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 941 CHF | 62 441 CHF | 100,00% | 100,00% |
07/08/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 393 CHF | 61 893 CHF | 99,40% | 99,40% |
06/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 459 CHF | 61 959 CHF | 99,23% | 99,23% |
02/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 323 CHF | 60 823 CHF | 99,78% | 99,78% |
31/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 783 CHF | 59 283 CHF | 32,12% | 32,12% |