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 | 0,97% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 74 334 | 74 196 | 76 434 CHF | 77 036 CHF | 98,37% | 98,37% |
14/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 73 590 | 73 340 | 75 250 CHF | 75 731 CHF | 89,85% | 89,85% |
13/08/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 735 CHF | 73 485 CHF | 96,74% | 96,74% |
12/08/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 880 CHF | 74 630 CHF | 100,00% | 100,00% |
09/08/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 333 CHF | 75 083 CHF | 90,12% | 90,12% |
08/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 165 CHF | 73 915 CHF | 96,69% | 96,69% |
07/08/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 291 CHF | 77 041 CHF | 100,00% | 100,00% |
06/08/2024 | 1,33% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 68 826 | 54 419 | 62 717 CHF | 50 095 CHF | 99,56% | 99,56% |
02/08/2024 | 2,34% | 0,96 CHF | 0,98 CHF | 60 000 | 20 000 | 52 901 | 20 000 | 53 135 CHF | 20 593 CHF | 97,09% | 97,09% |
30/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 245 CHF | 82 995 CHF | 96,72% | 96,72% |