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 | 0,79% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 74 103 | 73 945 | 101 125 CHF | 101 706 CHF | 98,70% | 98,70% |
14/08/2024 | 0,83% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 49 812 | 49 530 | 70 738 CHF | 70 921 CHF | 98,41% | 98,41% |
13/08/2024 | 0,78% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 403 CHF | 77 005 CHF | 96,44% | 96,44% |
12/08/2024 | 0,77% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 144 CHF | 78 745 CHF | 100,00% | 100,00% |
09/08/2024 | 0,77% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 930 CHF | 80 549 CHF | 99,32% | 99,32% |
08/08/2024 | 0,72% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 735 CHF | 88 368 CHF | 97,28% | 97,28% |
07/08/2024 | 0,84% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 969 CHF | 87 706 CHF | 99,38% | 99,38% |
06/08/2024 | 1,05% | 1,98 CHF | 2,00 CHF | 50 000 | 50 000 | 41 726 | 39 658 | 83 473 CHF | 80 155 CHF | 98,05% | 98,05% |
02/08/2024 | 1,65% | 1,80 CHF | 1,82 CHF | 30 000 | 20 000 | 33 034 | 20 000 | 55 780 CHF | 34 440 CHF | 96,76% | 96,76% |
31/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |