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 | 0,81% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 74 475 | 74 475 | 92 977 CHF | 93 728 CHF | 99,18% | 99,18% |
14/08/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 74 002 | 74 002 | 91 412 CHF | 92 160 CHF | 98,48% | 98,48% |
13/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 406 CHF | 91 156 CHF | 95,69% | 95,69% |
12/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 809 CHF | 91 559 CHF | 100,00% | 100,00% |
09/08/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 009 CHF | 90 759 CHF | 99,38% | 99,38% |
08/08/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 735 CHF | 87 485 CHF | 97,33% | 97,33% |
07/08/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 156 CHF | 86 906 CHF | 100,00% | 100,00% |
06/08/2024 | 1,12% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 64 748 | 64 748 | 72 415 CHF | 73 194 CHF | 99,13% | 99,13% |
02/08/2024 | 1,63% | 1,23 CHF | 1,25 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 25 244 CHF | 25 658 CHF | 96,70% | 96,70% |
31/07/2024 | 1,50% | 1,33 CHF | 1,35 CHF | 37 500 | 37 500 | 35 804 | 35 804 | 47 980 CHF | 48 704 CHF | 30,67% | 30,67% |