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 | 1,07% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 74 600 | 74 196 | 70 776 CHF | 71 145 CHF | 98,36% | 98,36% |
14/08/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 74 069 | 72 955 | 71 822 CHF | 71 485 CHF | 98,49% | 98,49% |
13/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 152 CHF | 74 902 CHF | 97,10% | 97,10% |
12/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 568 CHF | 73 318 CHF | 100,00% | 100,00% |
09/08/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 252 CHF | 74 002 CHF | 100,00% | 100,00% |
08/08/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 011 CHF | 75 761 CHF | 96,70% | 96,70% |
07/08/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 954 CHF | 72 704 CHF | 100,00% | 100,00% |
06/08/2024 | 1,27% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 67 767 | 54 418 | 67 916 CHF | 55 410 CHF | 99,55% | 99,55% |
02/08/2024 | 2,95% | 1,00 CHF | 1,03 CHF | 50 000 | 20 000 | 58 904 | 20 000 | 56 471 CHF | 19 765 CHF | 94,09% | 94,09% |
30/07/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 262 CHF | 70 012 CHF | 96,72% | 96,72% |