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 | 1,45% | 1,53 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 638 CHF | 76 743 CHF | 91,92% | 91,92% |
14/08/2024 | 1,83% | 1,48 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 497 CHF | 74 857 CHF | 6,48% | 6,48% |
13/08/2024 | 1,55% | 1,45 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 302 CHF | 72 418 CHF | 94,30% | 94,30% |
12/08/2024 | 1,55% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 299 CHF | 73 427 CHF | 88,66% | 88,66% |
09/08/2024 | 1,73% | 1,37 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 770 CHF | 68 952 CHF | 95,60% | 95,60% |
08/08/2024 | 1,85% | 1,34 CHF | 1,36 CHF | 50 000 | 50 000 | 46 880 | 46 880 | 60 340 CHF | 61 446 CHF | 97,28% | 97,28% |
07/08/2024 | 1,54% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 687 CHF | 69 750 CHF | 22,47% | 22,47% |
06/08/2024 | 2,06% | 1,25 CHF | 1,28 CHF | 50 000 | 50 000 | 49 570 | 43 071 | 61 020 CHF | 54 070 CHF | 76,12% | 76,12% |
02/08/2024 | 3,48% | 1,34 CHF | 1,39 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 54 914 CHF | 14 215 CHF | 90,42% | 90,42% |
31/07/2024 | 1,50% | 1,54 CHF | 1,57 CHF | 50 000 | 50 000 | 48 305 | 45 595 | 73 961 CHF | 70 879 CHF | 30,66% | 30,66% |