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 | 1,17% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 49 159 | 49 159 | 68 435 CHF | 69 231 CHF | 99,07% | 99,07% |
14/08/2024 | 1,17% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 66 928 CHF | 67 698 CHF | 98,49% | 98,49% |
13/08/2024 | 1,12% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 894 CHF | 64 614 CHF | 96,93% | 96,93% |
12/08/2024 | 1,27% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 581 CHF | 64 394 CHF | 100,00% | 100,00% |
09/08/2024 | 1,39% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 171 CHF | 62 026 CHF | 99,74% | 99,74% |
08/08/2024 | 1,31% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 121 CHF | 56 858 CHF | 95,77% | 95,77% |
07/08/2024 | 1,22% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 688 CHF | 59 409 CHF | 100,00% | 100,00% |
06/08/2024 | 1,91% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 40 703 | 40 703 | 43 014 CHF | 43 765 CHF | 92,48% | 92,48% |
02/08/2024 | 4,01% | 1,09 CHF | 1,14 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 960 CHF | 12 449 CHF | 96,45% | 96,45% |
31/07/2024 | 1,27% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 44 728 | 44 728 | 65 238 CHF | 66 033 CHF | 30,54% | 30,54% |