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 | 0,81% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 778 CHF | 62 278 CHF | 99,42% | 99,42% |
14/08/2024 | 0,87% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 477 CHF | 57 977 CHF | 98,63% | 98,63% |
13/08/2024 | 0,94% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 859 CHF | 53 359 CHF | 98,81% | 98,81% |
12/08/2024 | 0,88% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 511 CHF | 57 011 CHF | 98,47% | 98,47% |
09/08/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 509 | 50 509 | 53 460 CHF | 53 965 CHF | 98,93% | 98,93% |
08/08/2024 | 1,35% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 463 CHF | 56 213 CHF | 96,53% | 96,53% |
07/08/2024 | 1,36% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 147 CHF | 55 897 CHF | 98,91% | 98,91% |
06/08/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 830 | 75 832 | 59 889 CHF | 60 649 CHF | 98,88% | 98,88% |
02/08/2024 | 1,69% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 101 000 | 101 001 | 59 562 CHF | 60 572 CHF | 95,26% | 95,26% |
30/07/2024 | 1,22% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 897 CHF | 61 647 CHF | 99,48% | 99,48% |