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 | 1,56% | 1,60 CHF | 1,62 CHF | 50 000 | 50 000 | 49 789 | 49 472 | 80 539 CHF | 81 273 CHF | 98,46% | 98,46% |
14/08/2024 | 1,61% | 1,64 CHF | 1,67 CHF | 50 000 | 50 000 | 49 375 | 49 218 | 84 838 CHF | 85 920 CHF | 98,67% | 98,67% |
13/08/2024 | 1,48% | 1,78 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 270 CHF | 92 628 CHF | 97,08% | 97,08% |
12/08/2024 | 1,51% | 1,77 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 568 CHF | 90 927 CHF | 99,86% | 99,86% |
09/08/2024 | 1,52% | 1,79 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 316 CHF | 92 716 CHF | 99,90% | 99,90% |
08/08/2024 | 1,42% | 1,88 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 977 CHF | 97 345 CHF | 97,17% | 97,17% |
07/08/2024 | 1,68% | 1,78 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 362 CHF | 99 011 CHF | 99,50% | 99,50% |
06/08/2024 | 2,04% | 2,20 CHF | 2,23 CHF | 50 000 | 50 000 | 41 722 | 37 584 | 94 402 CHF | 86 572 CHF | 98,33% | 98,33% |
02/08/2024 | 4,20% | 1,88 CHF | 1,96 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 54 390 CHF | 18 907 CHF | 97,74% | 97,74% |
31/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |