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% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 49 157 | 54 616 CHF | 54 482 CHF | 98,90% | 98,90% |
14/08/2024 | 1,49% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 48 320 | 53 851 CHF | 52 790 CHF | 98,44% | 98,44% |
13/08/2024 | 1,52% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 597 CHF | 45 349 CHF | 96,35% | 96,35% |
12/08/2024 | 1,59% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 59 236 | 50 000 | 56 296 CHF | 48 318 CHF | 100,00% | 100,00% |
09/08/2024 | 1,45% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 53 177 | 50 000 | 53 437 CHF | 51 041 CHF | 99,65% | 99,65% |
08/08/2024 | 1,55% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 419 | 50 000 | 54 430 CHF | 46 562 CHF | 96,22% | 96,22% |
07/08/2024 | 1,51% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 59 745 | 50 000 | 55 216 CHF | 46 947 CHF | 99,71% | 99,71% |
06/08/2024 | 2,48% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 73 130 | 37 498 | 53 387 CHF | 28 409 CHF | 97,79% | 97,79% |
02/08/2024 | 6,64% | 0,54 CHF | 0,58 CHF | 100 000 | 10 000 | 91 429 | 10 000 | 53 277 CHF | 6 238 CHF | 95,44% | 95,44% |
31/07/2024 | 1,94% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 74 671 | 44 741 | 53 559 CHF | 32 678 CHF | 30,66% | 30,66% |