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% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 49 105 | 55 101 CHF | 45 582 CHF | 93,01% | 93,01% |
14/08/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 55 616 | 45 510 | 50 635 CHF | 41 878 CHF | 98,68% | 98,68% |
13/08/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 328 CHF | 44 940 CHF | 97,08% | 97,08% |
12/08/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 708 CHF | 45 256 CHF | 100,00% | 100,00% |
09/08/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 190 CHF | 44 825 CHF | 100,00% | 100,00% |
08/08/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 251 CHF | 43 209 CHF | 97,81% | 97,81% |
07/08/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 444 CHF | 43 370 CHF | 87,11% | 87,11% |
06/08/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 66 834 | 39 741 | 55 397 CHF | 33 295 CHF | 99,35% | 99,35% |
02/08/2024 | 1,75% | 0,89 CHF | 0,90 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 27 955 CHF | 9 482 CHF | 98,06% | 98,06% |
31/07/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 45 595 | 58 212 CHF | 44 652 CHF | 30,66% | 30,66% |