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 | 2,09% | 1,70 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 981 CHF | 73 481 CHF | 99,69% | 99,69% |
14/08/2024 | 2,46% | 1,13 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 437 CHF | 61 937 CHF | 99,01% | 99,01% |
13/08/2024 | 2,42% | 1,31 CHF | 1,34 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 73 807 CHF | 75 607 CHF | 99,81% | 99,81% |
12/08/2024 | 2,24% | 1,40 CHF | 1,43 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 79 569 CHF | 81 369 CHF | 99,20% | 99,20% |
09/08/2024 | 2,59% | 1,12 CHF | 1,15 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 68 855 CHF | 70 655 CHF | 99,97% | 99,97% |
08/08/2024 | 2,72% | 1,18 CHF | 1,21 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 65 738 CHF | 67 538 CHF | 98,91% | 98,91% |
07/08/2024 | 2,61% | 1,24 CHF | 1,27 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 68 475 CHF | 70 275 CHF | 98,76% | 98,76% |
06/08/2024 | 3,38% | 0,89 CHF | 0,92 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 52 559 CHF | 54 359 CHF | 96,80% | 96,80% |
02/08/2024 | 2,49% | 0,97 CHF | 1,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 943 CHF | 61 443 CHF | 82,91% | 82,91% |
30/07/2024 | 1,33% | 2,11 CHF | 2,14 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 89 962 CHF | 91 162 CHF | 99,60% | 99,60% |