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 | 0,78% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 49 790 | 49 475 | 64 047 CHF | 64 133 CHF | 99,19% | 99,19% |
14/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 49 685 | 49 212 | 62 774 CHF | 62 666 CHF | 97,83% | 97,83% |
13/08/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 106 CHF | 60 606 CHF | 96,50% | 96,50% |
12/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 837 CHF | 60 337 CHF | 99,78% | 99,78% |
09/08/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 164 CHF | 58 664 CHF | 99,88% | 99,88% |
08/08/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 571 CHF | 54 071 CHF | 97,73% | 97,73% |
07/08/2024 | 1,38% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 25 927 | 25 927 | 28 587 CHF | 28 977 CHF | 99,99% | 99,99% |
06/08/2024 | 1,01% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 037 | 39 391 | 51 272 CHF | 40 704 CHF | 96,05% | 96,05% |
02/08/2024 | 1,47% | 1,09 CHF | 1,11 CHF | 50 000 | 10 000 | 49 999 | 10 000 | 59 024 CHF | 11 980 CHF | 98,46% | 98,46% |
30/07/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 476 CHF | 69 976 CHF | 96,77% | 96,77% |