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 | 1,11% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 49 594 | 54 318 CHF | 54 472 CHF | 97,75% | 97,75% |
14/08/2024 | 1,14% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 49 229 | 53 277 CHF | 53 048 CHF | 96,76% | 96,76% |
13/08/2024 | 1,10% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 56 168 | 50 000 | 55 386 CHF | 49 913 CHF | 96,74% | 96,74% |
12/08/2024 | 1,07% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 53 253 | 50 000 | 53 183 CHF | 50 508 CHF | 100,00% | 100,00% |
09/08/2024 | 1,18% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 54 667 | 50 000 | 54 386 CHF | 50 369 CHF | 100,00% | 100,00% |
08/08/2024 | 1,27% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 59 814 | 50 000 | 57 620 CHF | 48 788 CHF | 96,40% | 96,40% |
07/08/2024 | 1,08% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 57 325 | 50 000 | 55 939 CHF | 49 393 CHF | 99,83% | 99,83% |
06/08/2024 | 1,76% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 39 460 | 53 376 CHF | 35 568 CHF | 95,21% | 95,21% |
02/08/2024 | 3,15% | 1,06 CHF | 1,10 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 55 343 CHF | 11 422 CHF | 97,24% | 97,24% |
31/07/2024 | 1,11% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 48 278 | 60 601 CHF | 59 178 CHF | 29,36% | 29,36% |