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 | 1,63% | 1,18 CHF | 1,20 CHF | 37 500 | 37 500 | 37 237 | 37 237 | 41 513 CHF | 42 194 CHF | 99,18% | 99,18% |
14/08/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 74 002 | 74 002 | 94 443 CHF | 95 191 CHF | 98,49% | 98,49% |
13/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 812 CHF | 91 562 CHF | 96,93% | 96,93% |
12/08/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 250 CHF | 96 000 CHF | 99,93% | 99,93% |
09/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 088 CHF | 97 838 CHF | 98,65% | 98,65% |
08/08/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 213 CHF | 91 963 CHF | 97,64% | 97,64% |
07/08/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 737 CHF | 96 487 CHF | 100,00% | 100,00% |
06/08/2024 | 1,06% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 64 608 | 64 608 | 75 735 CHF | 76 509 CHF | 97,62% | 97,62% |
02/08/2024 | 1,85% | 1,29 CHF | 1,31 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 636 CHF | 27 827 CHF | 97,03% | 97,03% |
31/07/2024 | 0,65% | 1,63 CHF | 1,64 CHF | 75 000 | 75 000 | 71 548 | 71 548 | 117 469 CHF | 118 223 CHF | 30,06% | 30,06% |