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 | 0,98% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 24 608 | 51 882 CHF | 25 782 CHF | 93,01% | 93,01% |
14/08/2024 | 1,11% | 1,03 CHF | 1,04 CHF | 50 000 | 25 000 | 45 303 | 22 808 | 46 331 CHF | 23 554 CHF | 98,68% | 98,68% |
13/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 50 000 | 25 000 | 58 888 | 25 000 | 57 631 CHF | 24 726 CHF | 96,64% | 96,64% |
12/08/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 60 000 | 25 000 | 56 829 | 25 000 | 56 449 CHF | 25 097 CHF | 100,00% | 100,00% |
09/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 50 000 | 25 000 | 59 673 | 25 000 | 58 129 CHF | 24 607 CHF | 100,00% | 100,00% |
08/08/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 691 CHF | 23 038 CHF | 97,81% | 97,81% |
07/08/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 322 CHF | 23 301 CHF | 100,00% | 100,00% |
06/08/2024 | 1,58% | 0,89 CHF | 0,90 CHF | 60 000 | 25 000 | 60 589 | 18 565 | 52 045 CHF | 16 121 CHF | 95,04% | 95,04% |
02/08/2024 | 2,85% | 0,97 CHF | 1,00 CHF | 60 000 | 5 000 | 50 884 | 5 000 | 53 776 CHF | 5 443 CHF | 96,85% | 96,85% |
31/07/2024 | 1,08% | 1,14 CHF | 1,15 CHF | 50 000 | 20 000 | 50 000 | 18 985 | 56 837 CHF | 21 789 CHF | 30,66% | 30,66% |