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 | 1,34% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 55 504 | 49 304 | 54 729 CHF | 49 345 CHF | 98,30% | 98,30% |
14/08/2024 | 1,33% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 51 345 | 48 668 | 51 937 CHF | 49 936 CHF | 98,49% | 98,49% |
13/08/2024 | 1,17% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 213 CHF | 54 850 CHF | 96,64% | 96,64% |
12/08/2024 | 1,17% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 005 CHF | 52 618 CHF | 100,00% | 100,00% |
09/08/2024 | 1,15% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 649 CHF | 53 256 CHF | 99,06% | 99,06% |
08/08/2024 | 1,15% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 785 CHF | 56 431 CHF | 95,49% | 95,49% |
07/08/2024 | 1,10% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 760 CHF | 54 353 CHF | 99,89% | 99,89% |
06/08/2024 | 1,59% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 37 589 | 56 181 CHF | 43 332 CHF | 99,02% | 99,02% |
02/08/2024 | 4,58% | 1,00 CHF | 1,04 CHF | 50 000 | 10 000 | 62 623 | 10 000 | 54 217 CHF | 9 100 CHF | 97,66% | 97,66% |
31/07/2024 | 2,15% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 45 647 | 55 026 CHF | 32 169 CHF | 29,57% | 29,57% |