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 | 1,62% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 49 597 | 62 111 CHF | 62 611 CHF | 98,37% | 98,37% |
14/08/2024 | 1,68% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 49 215 | 61 219 CHF | 61 262 CHF | 95,01% | 95,01% |
13/08/2024 | 1,53% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 768 CHF | 65 768 CHF | 97,10% | 97,10% |
12/08/2024 | 1,52% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 474 CHF | 66 474 CHF | 90,98% | 90,98% |
09/08/2024 | 1,52% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 485 CHF | 66 485 CHF | 100,00% | 100,00% |
08/08/2024 | 1,41% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 625 CHF | 71 625 CHF | 77,59% | 77,59% |
07/08/2024 | 1,49% | 1,34 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 839 CHF | 67 839 CHF | 100,00% | 100,00% |
06/08/2024 | 1,95% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 45 852 | 39 629 | 66 131 CHF | 58 259 CHF | 98,78% | 98,78% |
02/08/2024 | 4,37% | 1,37 CHF | 1,43 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 53 778 CHF | 14 045 CHF | 93,61% | 93,61% |
31/07/2024 | 1,69% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 49 344 | 48 360 | 63 016 CHF | 62 809 CHF | 29,49% | 29,49% |