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 | 0,93% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 315 CHF | 53 815 CHF | 99,38% | 99,38% |
14/08/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 049 CHF | 53 549 CHF | 98,86% | 98,86% |
13/08/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 465 CHF | 53 965 CHF | 98,88% | 98,88% |
12/08/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 283 CHF | 51 783 CHF | 98,80% | 98,80% |
09/08/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 201 CHF | 53 701 CHF | 98,82% | 98,82% |
08/08/2024 | 1,04% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 72 382 | 72 382 | 68 865 CHF | 69 589 CHF | 96,85% | 96,85% |
07/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 51 017 | 51 017 | 53 180 CHF | 53 690 CHF | 98,67% | 98,67% |
06/08/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 66 242 | 66 242 | 65 611 CHF | 66 274 CHF | 98,78% | 98,78% |
02/08/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 56 829 | 56 829 | 58 351 CHF | 58 919 CHF | 95,49% | 95,49% |
30/07/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 790 CHF | 58 290 CHF | 99,39% | 99,39% |