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 | 1,28% | 1,60 CHF | 1,62 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 46 771 CHF | 47 371 CHF | 99,99% | 99,99% |
14/08/2024 | 1,36% | 1,53 CHF | 1,55 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 43 891 CHF | 44 491 CHF | 99,25% | 99,25% |
13/08/2024 | 1,46% | 1,38 CHF | 1,40 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 40 941 CHF | 41 541 CHF | 100,00% | 100,00% |
12/08/2024 | 1,43% | 1,38 CHF | 1,40 CHF | 30 000 | 30 000 | 29 998 | 29 998 | 41 599 CHF | 42 199 CHF | 98,81% | 98,81% |
09/08/2024 | 1,47% | 1,34 CHF | 1,36 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 40 404 CHF | 41 004 CHF | 99,98% | 99,98% |
08/08/2024 | 1,67% | 1,26 CHF | 1,28 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 661 CHF | 36 261 CHF | 99,94% | 99,94% |
07/08/2024 | 1,68% | 1,23 CHF | 1,25 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 47 391 CHF | 48 191 CHF | 99,98% | 99,98% |
06/08/2024 | 1,89% | 1,05 CHF | 1,07 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 42 090 CHF | 42 890 CHF | 99,83% | 99,83% |
02/08/2024 | 1,52% | 1,32 CHF | 1,34 CHF | 30 000 | 30 000 | 29 183 | 29 183 | 39 252 CHF | 39 838 CHF | 99,63% | 99,63% |
31/07/2024 | 1,15% | 1,73 CHF | 1,75 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 52 026 CHF | 52 626 CHF | 36,78% | 36,78% |