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 | 0,52% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 48 567 | 48 567 | 93 274 CHF | 93 760 CHF | 98,49% | 98,49% |
14/08/2024 | 0,49% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 31 040 | 31 040 | 62 357 CHF | 62 667 CHF | 98,35% | 98,35% |
13/08/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 25 000 | 25 000 | 32 447 | 32 447 | 65 331 CHF | 65 655 CHF | 98,18% | 98,18% |
12/08/2024 | 0,54% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 826 CHF | 93 326 CHF | 98,42% | 98,42% |
09/08/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 856 CHF | 86 356 CHF | 98,42% | 98,42% |
08/08/2024 | 0,65% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 776 CHF | 77 276 CHF | 98,44% | 98,44% |
07/08/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 450 CHF | 74 950 CHF | 97,60% | 97,60% |
06/08/2024 | 0,64% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 083 CHF | 78 583 CHF | 98,94% | 98,94% |
02/08/2024 | 0,49% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 27 906 | 27 906 | 55 948 CHF | 56 227 CHF | 94,84% | 94,84% |
30/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 160 CHF | 74 660 CHF | 98,97% | 98,97% |