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 | 0,59% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 794 CHF | 84 294 CHF | 100,00% | 100,00% |
14/08/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 325 CHF | 83 825 CHF | 100,00% | 100,00% |
13/08/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 705 CHF | 81 205 CHF | 99,02% | 99,02% |
12/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 581 CHF | 81 081 CHF | 99,05% | 99,05% |
09/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 259 CHF | 79 759 CHF | 99,80% | 99,80% |
08/08/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 550 CHF | 77 050 CHF | 100,00% | 100,00% |
07/08/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 955 CHF | 78 455 CHF | 99,47% | 99,47% |
06/08/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 095 CHF | 75 595 CHF | 98,89% | 98,89% |
02/08/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 854 CHF | 79 354 CHF | 99,81% | 99,81% |
31/07/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 605 CHF | 86 105 CHF | 32,10% | 32,10% |