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 | 1,01% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 55 191 | 49 863 | 54 962 CHF | 50 193 CHF | 98,38% | 98,38% |
14/08/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 54 828 | 49 506 | 54 758 CHF | 50 001 CHF | 98,49% | 98,49% |
13/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 378 CHF | 49 148 CHF | 96,74% | 96,74% |
12/08/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 063 | 50 000 | 57 743 CHF | 49 406 CHF | 100,00% | 100,00% |
09/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 57 396 | 50 000 | 56 707 CHF | 49 927 CHF | 100,00% | 100,00% |
08/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 59 292 | 50 000 | 58 344 CHF | 49 710 CHF | 96,70% | 96,70% |
07/08/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 673 CHF | 76 423 CHF | 100,00% | 100,00% |
06/08/2024 | 2,40% | 0,97 CHF | 0,99 CHF | 25 000 | 25 000 | 19 813 | 19 813 | 18 922 CHF | 19 358 CHF | 97,42% | 97,42% |
02/08/2024 | 2,37% | 1,19 CHF | 1,22 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 59 428 CHF | 12 171 CHF | 98,57% | 98,57% |
31/07/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 48 289 | 61 181 CHF | 59 586 CHF | 29,57% | 29,57% |