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 | 0,89% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 49 474 | 55 765 CHF | 55 668 CHF | 99,18% | 99,18% |
14/08/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 49 219 | 54 568 CHF | 54 202 CHF | 98,67% | 98,67% |
13/08/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 518 CHF | 52 018 CHF | 97,07% | 97,07% |
12/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 241 CHF | 51 741 CHF | 100,00% | 100,00% |
09/08/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 56 220 | 50 000 | 55 698 CHF | 50 066 CHF | 99,41% | 99,41% |
08/08/2024 | 1,11% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 984 CHF | 45 487 CHF | 96,93% | 96,93% |
07/08/2024 | 1,61% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 26 308 | 25 934 | 24 499 CHF | 24 518 CHF | 99,19% | 99,19% |
06/08/2024 | 1,21% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 61 965 | 39 114 | 52 758 CHF | 33 653 CHF | 93,36% | 93,36% |
02/08/2024 | 1,68% | 0,92 CHF | 0,94 CHF | 60 000 | 10 000 | 52 247 | 10 000 | 52 636 CHF | 10 268 CHF | 97,57% | 97,57% |
30/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 876 CHF | 61 376 CHF | 96,46% | 96,46% |