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 | 0,94% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 49 174 | 58 069 CHF | 57 641 CHF | 99,06% | 99,06% |
14/08/2024 | 0,95% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 48 595 | 56 665 CHF | 55 604 CHF | 98,83% | 98,83% |
13/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 135 CHF | 56 635 CHF | 96,65% | 96,65% |
12/08/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 782 CHF | 57 282 CHF | 100,00% | 100,00% |
09/08/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 521 CHF | 56 021 CHF | 100,00% | 100,00% |
08/08/2024 | 1,19% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 43 818 | 43 818 | 45 802 CHF | 46 302 CHF | 97,83% | 97,83% |
07/08/2024 | 1,95% | 1,05 CHF | 1,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 371 CHF | 25 871 CHF | 100,00% | 100,00% |
06/08/2024 | 1,49% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 37 546 | 56 827 CHF | 36 114 CHF | 98,71% | 98,71% |
02/08/2024 | 3,04% | 0,98 CHF | 1,01 CHF | 60 000 | 10 000 | 51 413 | 10 000 | 51 695 CHF | 10 373 CHF | 99,11% | 99,11% |
31/07/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 45 593 | 56 441 CHF | 51 948 CHF | 30,67% | 30,67% |