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 | 0,57% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 084 CHF | 87 584 CHF | 100,00% | 100,00% |
14/08/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 060 CHF | 85 560 CHF | 100,00% | 100,00% |
13/08/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 359 CHF | 80 859 CHF | 98,93% | 98,93% |
12/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 283 CHF | 83 783 CHF | 99,09% | 99,09% |
09/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 365 CHF | 76 865 CHF | 99,81% | 99,81% |
08/08/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 722 CHF | 79 222 CHF | 100,00% | 100,00% |
07/08/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 145 CHF | 85 645 CHF | 99,46% | 99,46% |
06/08/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 270 CHF | 82 770 CHF | 99,41% | 99,41% |
02/08/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 49 475 | 49 474 | 93 775 CHF | 94 267 CHF | 99,78% | 99,78% |
31/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 540 CHF | 54 790 CHF | 32,10% | 32,10% |