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 | 2,01% | 1,37 CHF | 1,40 CHF | 50 000 | 50 000 | 49 944 | 49 861 | 71 342 CHF | 72 666 CHF | 97,22% | 97,22% |
14/08/2024 | 2,03% | 1,46 CHF | 1,49 CHF | 50 000 | 50 000 | 49 697 | 49 242 | 73 692 CHF | 74 509 CHF | 98,49% | 98,49% |
13/08/2024 | 1,86% | 1,57 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 825 CHF | 80 306 CHF | 96,74% | 96,74% |
12/08/2024 | 1,93% | 1,51 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 972 CHF | 76 434 CHF | 100,00% | 100,00% |
09/08/2024 | 1,94% | 1,51 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 489 CHF | 76 970 CHF | 99,26% | 99,26% |
08/08/2024 | 1,82% | 1,56 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 777 CHF | 82 259 CHF | 95,89% | 95,89% |
07/08/2024 | 2,15% | 1,50 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 648 CHF | 80 350 CHF | 99,73% | 99,73% |
06/08/2024 | 2,32% | 1,87 CHF | 1,90 CHF | 50 000 | 50 000 | 42 195 | 39 659 | 76 924 CHF | 74 074 CHF | 98,61% | 98,61% |
02/08/2024 | 3,66% | 1,54 CHF | 1,60 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 58 705 CHF | 30 446 CHF | 94,85% | 94,85% |
31/07/2024 | 2,23% | 1,17 CHF | 1,20 CHF | 75 000 | 75 000 | 71 431 | 71 431 | 83 800 CHF | 85 660 CHF | 28,76% | 28,76% |