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 | 0,87% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 314 CHF | 57 814 CHF | 100,00% | 100,00% |
14/08/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 489 CHF | 55 989 CHF | 100,00% | 100,00% |
13/08/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 57 081 | 57 082 | 57 890 CHF | 58 462 CHF | 98,97% | 98,97% |
12/08/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 51 376 | 51 378 | 55 076 CHF | 55 592 CHF | 99,06% | 99,06% |
09/08/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 74 517 | 74 517 | 70 391 CHF | 71 136 CHF | 99,82% | 99,82% |
08/08/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 69 778 | 69 779 | 68 696 CHF | 69 395 CHF | 100,00% | 100,00% |
07/08/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 673 CHF | 56 173 CHF | 99,45% | 99,45% |
06/08/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 892 CHF | 53 392 CHF | 99,32% | 99,32% |
02/08/2024 | 0,77% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 156 CHF | 65 656 CHF | 99,76% | 99,76% |
31/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 518 CHF | 80 018 CHF | 32,09% | 32,09% |