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 | 1,53% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 49 160 | 53 461 CHF | 53 368 CHF | 99,17% | 99,17% |
14/08/2024 | 1,53% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 48 697 | 52 584 CHF | 51 987 CHF | 98,48% | 98,48% |
13/08/2024 | 1,78% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 204 CHF | 48 526 CHF | 96,93% | 96,93% |
12/08/2024 | 1,65% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 873 CHF | 48 180 CHF | 100,00% | 100,00% |
09/08/2024 | 1,60% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 088 CHF | 45 799 CHF | 100,00% | 100,00% |
08/08/2024 | 1,87% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 68 954 | 50 000 | 55 058 CHF | 40 711 CHF | 97,82% | 97,82% |
07/08/2024 | 1,70% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 61 989 | 50 000 | 52 626 CHF | 43 226 CHF | 99,95% | 99,95% |
06/08/2024 | 2,78% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 72 268 | 40 720 | 53 137 CHF | 30 596 CHF | 92,64% | 92,64% |
02/08/2024 | 5,44% | 0,77 CHF | 0,82 CHF | 70 000 | 10 000 | 62 368 | 10 000 | 54 243 CHF | 9 216 CHF | 96,99% | 96,99% |
31/07/2024 | 1,54% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 44 748 | 56 920 CHF | 51 646 CHF | 30,66% | 30,66% |