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 | 0,88% | 1,11 CHF | 1,12 CHF | 50 000 | 20 000 | 50 000 | 19 659 | 57 207 CHF | 22 696 CHF | 99,20% | 99,20% |
14/08/2024 | 0,99% | 1,12 CHF | 1,13 CHF | 50 000 | 20 000 | 45 606 | 18 187 | 50 358 CHF | 20 340 CHF | 97,18% | 97,18% |
13/08/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 55 812 CHF | 37 408 CHF | 97,07% | 97,07% |
12/08/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 53 371 CHF | 35 781 CHF | 97,80% | 97,80% |
09/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 54 391 CHF | 36 461 CHF | 96,32% | 96,32% |
08/08/2024 | 0,50% | 1,90 CHF | 1,91 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 293 CHF | 40 395 CHF | 95,03% | 95,03% |
07/08/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 59 048 CHF | 39 565 CHF | 99,33% | 99,33% |
06/08/2024 | 0,59% | 2,02 CHF | 2,03 CHF | 30 000 | 20 000 | 30 000 | 14 812 | 60 988 CHF | 30 335 CHF | 97,89% | 97,89% |
02/08/2024 | 1,31% | 1,97 CHF | 1,99 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 57 235 CHF | 9 665 CHF | 97,56% | 97,56% |
31/07/2024 | 0,62% | 1,74 CHF | 1,75 CHF | 30 000 | 20 000 | 30 000 | 17 883 | 52 279 CHF | 31 401 CHF | 30,66% | 30,66% |