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 | 1,01% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 74 888 | 74 888 | 73 691 CHF | 74 440 CHF | 99,38% | 99,38% |
14/08/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 49 596 | 50 000 | 50 000 | 50 000 | 52 174 CHF | 52 674 CHF | 96,80% | 96,80% |
13/08/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 411 CHF | 56 911 CHF | 98,69% | 98,69% |
12/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 290 CHF | 56 790 CHF | 98,56% | 98,56% |
09/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 277 CHF | 55 777 CHF | 98,86% | 98,86% |
08/08/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 49 995 | 49 995 | 59 916 CHF | 60 416 CHF | 94,73% | 94,73% |
07/08/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 986 CHF | 58 486 CHF | 98,94% | 98,94% |
06/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 731 CHF | 61 231 CHF | 98,33% | 98,33% |
02/08/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 783 CHF | 67 283 CHF | 95,41% | 95,41% |
30/07/2024 | 0,88% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 086 | 50 086 | 56 435 CHF | 56 936 CHF | 99,48% | 99,48% |