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 | 0,69% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 49 790 | 49 474 | 71 959 CHF | 71 994 CHF | 99,18% | 99,18% |
14/08/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 49 688 | 49 219 | 70 621 CHF | 70 444 CHF | 98,67% | 98,67% |
13/08/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 016 CHF | 68 516 CHF | 97,07% | 97,07% |
12/08/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 741 CHF | 68 241 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 080 CHF | 66 580 CHF | 96,97% | 96,97% |
08/08/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 431 CHF | 61 931 CHF | 95,97% | 95,97% |
07/08/2024 | 1,19% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 25 931 | 25 931 | 32 689 CHF | 33 074 CHF | 99,59% | 99,59% |
06/08/2024 | 0,88% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 39 370 | 59 100 CHF | 46 865 CHF | 95,61% | 95,61% |
02/08/2024 | 1,32% | 1,25 CHF | 1,27 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 53 536 CHF | 13 562 CHF | 97,56% | 97,56% |
30/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 324 CHF | 77 824 CHF | 95,32% | 95,32% |