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 | 1,33% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 49 159 | 61 102 CHF | 60 873 CHF | 99,07% | 99,07% |
14/08/2024 | 1,33% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 48 697 | 60 221 CHF | 59 418 CHF | 98,49% | 98,49% |
13/08/2024 | 1,38% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 346 CHF | 56 114 CHF | 96,93% | 96,93% |
12/08/2024 | 1,30% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 081 CHF | 55 801 CHF | 100,00% | 100,00% |
09/08/2024 | 1,45% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 671 CHF | 53 442 CHF | 99,74% | 99,74% |
08/08/2024 | 1,64% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 59 427 | 50 000 | 56 559 CHF | 48 395 CHF | 97,94% | 97,94% |
07/08/2024 | 1,43% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 52 679 | 50 000 | 52 805 CHF | 50 909 CHF | 100,00% | 100,00% |
06/08/2024 | 2,27% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 116 | 40 732 | 53 533 CHF | 36 863 CHF | 92,76% | 92,76% |
02/08/2024 | 4,67% | 0,92 CHF | 0,97 CHF | 60 000 | 10 000 | 52 353 | 10 000 | 53 455 CHF | 10 739 CHF | 97,58% | 97,58% |
31/07/2024 | 1,44% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 47 958 | 44 728 | 61 831 CHF | 58 430 CHF | 30,54% | 30,54% |