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 | 0,79% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 49 690 | 49 174 | 63 273 CHF | 63 110 CHF | 99,06% | 99,06% |
14/08/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 48 595 | 62 348 CHF | 61 104 CHF | 98,83% | 98,83% |
13/08/2024 | 0,88% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 739 CHF | 62 281 CHF | 96,65% | 96,65% |
12/08/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 411 CHF | 62 911 CHF | 100,00% | 100,00% |
09/08/2024 | 0,92% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 095 CHF | 61 658 CHF | 100,00% | 100,00% |
08/08/2024 | 1,07% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 43 818 | 43 818 | 50 721 CHF | 51 221 CHF | 97,83% | 97,83% |
07/08/2024 | 1,76% | 1,16 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 229 CHF | 28 729 CHF | 100,00% | 100,00% |
06/08/2024 | 1,33% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 37 352 | 53 060 CHF | 40 182 CHF | 97,19% | 97,19% |
02/08/2024 | 2,90% | 1,09 CHF | 1,13 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 55 866 CHF | 11 502 CHF | 98,89% | 98,89% |
31/07/2024 | 0,95% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 45 593 | 62 066 CHF | 57 115 CHF | 30,67% | 30,67% |