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 | 1,24% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 49 160 | 59 740 CHF | 59 471 CHF | 99,20% | 99,20% |
14/08/2024 | 1,27% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 48 323 | 58 950 CHF | 57 667 CHF | 98,63% | 98,63% |
13/08/2024 | 1,45% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 55 820 | 50 000 | 55 371 CHF | 50 461 CHF | 97,03% | 97,03% |
12/08/2024 | 1,46% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 635 CHF | 53 408 CHF | 100,00% | 100,00% |
09/08/2024 | 1,23% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 399 CHF | 56 084 CHF | 99,93% | 99,93% |
08/08/2024 | 1,38% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 53 393 | 50 000 | 54 310 CHF | 51 672 CHF | 96,95% | 96,95% |
07/08/2024 | 1,35% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 52 735 | 50 000 | 53 980 CHF | 52 054 CHF | 99,80% | 99,80% |
06/08/2024 | 2,15% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 65 032 | 37 640 | 54 086 CHF | 32 344 CHF | 98,57% | 98,57% |
02/08/2024 | 5,87% | 0,64 CHF | 0,68 CHF | 80 000 | 10 000 | 78 496 | 10 000 | 53 607 CHF | 7 250 CHF | 97,62% | 97,62% |
31/07/2024 | 1,63% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 69 543 | 44 742 | 56 999 CHF | 37 213 CHF | 30,67% | 30,67% |