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 | 0,77% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 49 369 | 49 159 | 87 197 CHF | 87 489 CHF | 99,07% | 99,07% |
14/08/2024 | 0,84% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 48 876 | 48 527 | 85 530 CHF | 85 620 CHF | 97,86% | 97,86% |
13/08/2024 | 0,93% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 285 CHF | 79 017 CHF | 97,07% | 97,07% |
12/08/2024 | 0,87% | 1,57 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 198 CHF | 81 908 CHF | 100,00% | 100,00% |
09/08/2024 | 0,81% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 899 CHF | 84 584 CHF | 99,99% | 99,99% |
08/08/2024 | 0,89% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 464 CHF | 80 172 CHF | 97,00% | 97,00% |
07/08/2024 | 0,87% | 1,66 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 856 CHF | 80 552 CHF | 99,73% | 99,73% |
06/08/2024 | 1,28% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 45 861 | 37 584 | 64 500 CHF | 53 716 CHF | 98,14% | 98,14% |
02/08/2024 | 3,14% | 1,21 CHF | 1,25 CHF | 50 000 | 10 000 | 43 086 | 10 000 | 53 949 CHF | 12 946 CHF | 95,75% | 95,75% |
31/07/2024 | 1,01% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 47 945 | 44 693 | 66 582 CHF | 62 644 CHF | 30,39% | 30,39% |