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 | 1,21% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 49 305 | 49 305 | 50 566 CHF | 51 173 CHF | 98,32% | 98,32% |
14/08/2024 | 1,21% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 48 668 | 48 668 | 48 661 CHF | 49 240 CHF | 98,49% | 98,49% |
13/08/2024 | 1,38% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 429 CHF | 47 074 CHF | 97,09% | 97,09% |
12/08/2024 | 1,20% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 715 CHF | 49 303 CHF | 99,94% | 99,94% |
09/08/2024 | 1,32% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 203 CHF | 48 843 CHF | 100,00% | 100,00% |
08/08/2024 | 1,44% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 180 CHF | 45 837 CHF | 95,05% | 95,05% |
07/08/2024 | 1,25% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 147 CHF | 47 740 CHF | 99,89% | 99,89% |
06/08/2024 | 1,99% | 0,86 CHF | 0,88 CHF | 50 000 | 50 000 | 37 578 | 37 578 | 33 061 CHF | 33 639 CHF | 97,43% | 97,43% |
02/08/2024 | 3,53% | 1,00 CHF | 1,05 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 350 CHF | 11 757 CHF | 96,54% | 96,54% |
31/07/2024 | 1,09% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 45 560 | 45 560 | 61 120 CHF | 61 764 CHF | 28,99% | 28,99% |