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% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 990 CHF | 84 490 CHF | 100,00% | 100,00% |
14/08/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 670 CHF | 83 170 CHF | 100,00% | 100,00% |
13/08/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 377 CHF | 77 877 CHF | 98,77% | 98,77% |
12/08/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 104 CHF | 78 604 CHF | 99,02% | 99,02% |
09/08/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 136 CHF | 78 636 CHF | 99,85% | 99,85% |
08/08/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 185 CHF | 74 685 CHF | 99,90% | 99,90% |
07/08/2024 | 0,64% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 552 CHF | 79 052 CHF | 99,32% | 99,32% |
06/08/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 070 CHF | 75 570 CHF | 99,39% | 99,39% |
02/08/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 918 CHF | 86 418 CHF | 99,78% | 99,78% |
31/07/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 47 560 | 47 556 | 92 507 CHF | 92 975 CHF | 32,10% | 32,10% |