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 | 1,04% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 070 CHF | 72 820 CHF | 100,00% | 100,00% |
14/08/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 74 722 | 74 722 | 70 885 CHF | 71 632 CHF | 100,00% | 100,00% |
13/08/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 57 905 | 57 906 | 58 271 CHF | 58 851 CHF | 98,86% | 98,86% |
12/08/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 816 CHF | 52 316 CHF | 98,95% | 98,95% |
09/08/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 987 CHF | 52 487 CHF | 99,86% | 99,86% |
08/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 633 CHF | 53 133 CHF | 99,70% | 99,70% |
07/08/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 039 CHF | 52 539 CHF | 99,38% | 99,38% |
06/08/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 184 CHF | 54 684 CHF | 99,67% | 99,67% |
02/08/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 277 | 50 277 | 51 451 CHF | 51 954 CHF | 99,80% | 99,80% |
31/07/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 568 CHF | 70 318 CHF | 31,23% | 31,23% |