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 | 1,39% | 1,50 CHF | 1,52 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 28 564 CHF | 28 964 CHF | 99,99% | 99,99% |
14/08/2024 | 1,46% | 1,38 CHF | 1,40 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 27 175 CHF | 27 575 CHF | 99,26% | 99,26% |
13/08/2024 | 1,57% | 1,30 CHF | 1,32 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 25 249 CHF | 25 649 CHF | 100,00% | 100,00% |
12/08/2024 | 1,56% | 1,27 CHF | 1,29 CHF | 20 000 | 20 000 | 19 999 | 19 999 | 25 443 CHF | 25 843 CHF | 98,80% | 98,80% |
09/08/2024 | 1,60% | 1,22 CHF | 1,24 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 24 780 CHF | 25 180 CHF | 99,99% | 99,99% |
08/08/2024 | 1,77% | 1,18 CHF | 1,20 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 22 434 CHF | 22 834 CHF | 99,94% | 99,94% |
07/08/2024 | 1,75% | 1,20 CHF | 1,22 CHF | 20 000 | 20 000 | 25 353 | 25 353 | 28 626 CHF | 29 133 CHF | 99,98% | 99,98% |
06/08/2024 | 1,91% | 1,04 CHF | 1,06 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 106 CHF | 31 706 CHF | 99,90% | 99,90% |
02/08/2024 | 1,61% | 1,15 CHF | 1,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 24 731 CHF | 25 131 CHF | 99,88% | 99,88% |
31/07/2024 | 1,30% | 1,52 CHF | 1,54 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 30 525 CHF | 30 925 CHF | 36,79% | 36,79% |