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 | 1,44% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 49 160 | 55 907 CHF | 55 757 CHF | 99,18% | 99,18% |
14/08/2024 | 1,49% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 48 697 | 55 005 CHF | 54 359 CHF | 98,49% | 98,49% |
13/08/2024 | 1,71% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 53 255 | 50 000 | 53 305 CHF | 50 975 CHF | 96,93% | 96,93% |
12/08/2024 | 1,46% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 54 408 | 50 000 | 54 225 CHF | 50 626 CHF | 100,00% | 100,00% |
09/08/2024 | 1,49% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 031 CHF | 48 239 CHF | 99,74% | 99,74% |
08/08/2024 | 1,91% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 63 637 | 50 000 | 53 842 CHF | 43 211 CHF | 97,82% | 97,82% |
07/08/2024 | 1,72% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 891 CHF | 45 688 CHF | 100,00% | 100,00% |
06/08/2024 | 2,57% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 69 918 | 40 705 | 54 902 CHF | 32 556 CHF | 92,49% | 92,49% |
02/08/2024 | 5,18% | 0,82 CHF | 0,86 CHF | 70 000 | 10 000 | 60 698 | 10 000 | 55 695 CHF | 9 694 CHF | 98,71% | 98,71% |
31/07/2024 | 1,38% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 44 748 | 59 379 CHF | 53 792 CHF | 30,66% | 30,66% |