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 | 2,16% | 1,45 CHF | 1,48 CHF | 50 000 | 50 000 | 49 834 | 49 586 | 71 130 CHF | 72 317 CHF | 95,77% | 95,77% |
14/08/2024 | 2,26% | 1,42 CHF | 1,45 CHF | 50 000 | 50 000 | 49 673 | 49 182 | 68 372 CHF | 69 238 CHF | 91,19% | 91,19% |
13/08/2024 | 2,21% | 1,36 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 226 CHF | 67 704 CHF | 88,11% | 88,11% |
12/08/2024 | 2,22% | 1,38 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 737 CHF | 71 302 CHF | 86,16% | 86,16% |
09/08/2024 | 2,11% | 1,46 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 405 CHF | 73 947 CHF | 96,57% | 96,57% |
08/08/2024 | 1,83% | 1,39 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 556 CHF | 66 770 CHF | 89,91% | 89,91% |
07/08/2024 | 2,15% | 1,41 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 840 CHF | 71 358 CHF | 94,37% | 94,37% |
06/08/2024 | 2,28% | 1,32 CHF | 1,35 CHF | 50 000 | 50 000 | 48 084 | 41 263 | 60 870 CHF | 53 488 CHF | 73,72% | 73,72% |
02/08/2024 | 4,97% | 1,41 CHF | 1,49 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 58 612 CHF | 15 399 CHF | 78,18% | 78,18% |
30/07/2024 | 1,98% | 1,56 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 999 CHF | 80 576 CHF | 95,57% | 95,57% |