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 | 0,51% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 47 520 | 47 520 | 92 322 CHF | 92 797 CHF | 99,03% | 99,03% |
14/08/2024 | 0,49% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 30 787 | 30 787 | 62 261 CHF | 62 568 CHF | 98,39% | 98,39% |
13/08/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 25 000 | 25 000 | 25 813 | 25 813 | 52 515 CHF | 52 773 CHF | 98,46% | 98,46% |
12/08/2024 | 0,53% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 149 CHF | 94 649 CHF | 98,36% | 98,36% |
09/08/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 100 CHF | 88 600 CHF | 98,40% | 98,40% |
08/08/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 451 CHF | 80 951 CHF | 98,66% | 98,66% |
07/08/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 857 CHF | 80 357 CHF | 97,83% | 97,83% |
06/08/2024 | 0,61% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 964 CHF | 82 464 CHF | 98,90% | 98,90% |
02/08/2024 | 0,49% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 27 901 | 27 901 | 56 409 CHF | 56 688 CHF | 94,94% | 94,94% |
30/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 355 CHF | 77 855 CHF | 98,97% | 98,97% |