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 | 1,08% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 49 304 | 61 368 CHF | 61 178 CHF | 98,30% | 98,30% |
14/08/2024 | 1,08% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 48 668 | 62 605 CHF | 61 616 CHF | 98,49% | 98,49% |
13/08/2024 | 0,96% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 213 CHF | 66 851 CHF | 96,64% | 96,64% |
12/08/2024 | 0,95% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 005 CHF | 64 618 CHF | 100,00% | 100,00% |
09/08/2024 | 0,98% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 657 CHF | 65 297 CHF | 100,00% | 100,00% |
08/08/2024 | 0,95% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 786 CHF | 68 432 CHF | 95,25% | 95,25% |
07/08/2024 | 0,90% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 760 CHF | 66 353 CHF | 99,89% | 99,89% |
06/08/2024 | 1,33% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 45 862 | 37 587 | 62 726 CHF | 52 382 CHF | 99,01% | 99,01% |
02/08/2024 | 3,55% | 1,24 CHF | 1,28 CHF | 50 000 | 10 000 | 49 876 | 10 000 | 55 340 CHF | 11 499 CHF | 96,52% | 96,52% |
31/07/2024 | 1,65% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 45 647 | 55 670 CHF | 43 148 CHF | 29,57% | 29,57% |