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 | 0,83% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 49 473 | 59 720 CHF | 59 579 CHF | 98,93% | 98,93% |
14/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 49 219 | 58 542 CHF | 58 115 CHF | 98,67% | 98,67% |
13/08/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 489 CHF | 55 989 CHF | 97,00% | 97,00% |
12/08/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 172 CHF | 55 672 CHF | 100,00% | 100,00% |
09/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 502 CHF | 54 002 CHF | 98,92% | 98,92% |
08/08/2024 | 1,02% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 56 667 | 50 000 | 55 336 CHF | 49 438 CHF | 97,47% | 97,47% |
07/08/2024 | 1,41% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 25 934 | 25 934 | 26 199 CHF | 26 567 CHF | 99,22% | 99,22% |
06/08/2024 | 1,10% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 39 716 | 55 912 CHF | 37 347 CHF | 98,96% | 98,96% |
02/08/2024 | 1,57% | 1,00 CHF | 1,02 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 54 414 CHF | 11 055 CHF | 98,33% | 98,33% |
30/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 813 CHF | 65 313 CHF | 94,73% | 94,73% |