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 | 1,22% | 1,64 CHF | 1,66 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 42 489 CHF | 43 007 CHF | 99,06% | 99,06% |
14/08/2024 | 1,21% | 1,66 CHF | 1,68 CHF | 25 000 | 25 000 | 24 455 | 24 455 | 42 369 CHF | 42 880 CHF | 98,27% | 98,27% |
13/08/2024 | 3,61% | 1,71 CHF | 1,77 CHF | 1 250 | 1 250 | 1 250 | 1 250 | 2 198 CHF | 2 279 CHF | 96,79% | 96,79% |
12/08/2024 | 1,03% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 723 | 50 000 | 52 392 CHF | 52 209 CHF | 100,00% | 100,00% |
09/08/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 725 CHF | 53 255 CHF | 98,98% | 98,98% |
08/08/2024 | 1,03% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 46 792 | 46 792 | 53 648 CHF | 54 170 CHF | 97,83% | 97,83% |
07/08/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 870 CHF | 54 370 CHF | 99,42% | 99,42% |
06/08/2024 | 1,16% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 49 766 | 39 617 | 60 913 CHF | 48 959 CHF | 98,66% | 98,66% |
02/08/2024 | 2,91% | 1,13 CHF | 1,16 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 55 548 CHF | 11 438 CHF | 97,19% | 97,19% |
31/07/2024 | 1,17% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 46 586 | 51 622 CHF | 48 619 CHF | 30,46% | 30,46% |