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 | 1,11% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 49 158 | 49 158 | 72 908 CHF | 73 709 CHF | 99,00% | 99,00% |
14/08/2024 | 1,15% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 71 352 CHF | 72 163 CHF | 98,49% | 98,49% |
13/08/2024 | 1,13% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 394 CHF | 69 170 CHF | 96,93% | 96,93% |
12/08/2024 | 1,19% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 081 CHF | 68 894 CHF | 100,00% | 100,00% |
09/08/2024 | 1,29% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 671 CHF | 66 526 CHF | 99,74% | 99,74% |
08/08/2024 | 1,21% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 622 CHF | 61 360 CHF | 95,89% | 95,89% |
07/08/2024 | 1,12% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 138 CHF | 63 849 CHF | 100,00% | 100,00% |
06/08/2024 | 1,74% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 40 699 | 40 699 | 46 619 CHF | 47 370 CHF | 92,43% | 92,43% |
02/08/2024 | 3,73% | 1,18 CHF | 1,23 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 12 867 CHF | 13 355 CHF | 97,33% | 97,33% |
31/07/2024 | 1,23% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 44 748 | 44 748 | 69 331 CHF | 70 160 CHF | 30,66% | 30,66% |