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 | 0,73% | 1,31 CHF | 1,32 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 54 720 CHF | 55 120 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 935 CHF | 49 335 CHF | 100,00% | 100,00% |
13/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 51 494 CHF | 51 894 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 49 303 CHF | 49 703 CHF | 100,00% | 100,00% |
09/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 483 CHF | 48 883 CHF | 100,00% | 100,00% |
08/08/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 51 470 CHF | 51 870 CHF | 100,00% | 100,00% |
07/08/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 43 060 CHF | 43 410 CHF | 100,00% | 100,00% |
06/08/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 46 857 CHF | 47 207 CHF | 100,00% | 100,00% |
02/08/2024 | 0,85% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 587 CHF | 59 087 CHF | 100,00% | 100,00% |
31/07/2024 | 6,39% | 0,96 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 693 CHF | 50 840 CHF | 43,99% | 43,99% |