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 | 1,11% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 49 822 | 49 160 | 62 518 CHF | 62 376 CHF | 99,20% | 99,20% |
14/08/2024 | 1,21% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 49 500 | 48 321 | 61 319 CHF | 60 561 CHF | 98,50% | 98,50% |
13/08/2024 | 1,37% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 744 CHF | 53 473 CHF | 96,35% | 96,35% |
12/08/2024 | 1,31% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 640 CHF | 56 374 CHF | 99,72% | 99,72% |
09/08/2024 | 1,17% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 400 CHF | 59 084 CHF | 99,98% | 99,98% |
08/08/2024 | 1,31% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 931 CHF | 54 639 CHF | 96,88% | 96,88% |
07/08/2024 | 1,18% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 116 | 50 000 | 54 456 CHF | 54 986 CHF | 99,22% | 99,22% |
06/08/2024 | 1,98% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 489 | 37 528 | 53 988 CHF | 34 460 CHF | 97,76% | 97,76% |
02/08/2024 | 5,23% | 0,70 CHF | 0,74 CHF | 80 000 | 10 000 | 71 689 | 10 000 | 53 361 CHF | 7 854 CHF | 94,11% | 94,11% |
31/07/2024 | 1,60% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 44 693 | 52 739 CHF | 39 850 CHF | 30,39% | 30,39% |