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 | 1,28% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 98 844 | 98 687 | 96 782 CHF | 97 862 CHF | 99,18% | 99,18% |
14/08/2024 | 1,39% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 98 033 | 97 739 | 87 041 CHF | 87 973 CHF | 98,49% | 98,49% |
13/08/2024 | 1,51% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 78 877 CHF | 80 077 CHF | 96,32% | 96,32% |
12/08/2024 | 1,43% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 818 CHF | 77 924 CHF | 99,80% | 99,80% |
09/08/2024 | 1,58% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 473 CHF | 74 639 CHF | 99,25% | 99,25% |
08/08/2024 | 1,77% | 0,69 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 969 CHF | 67 144 CHF | 97,54% | 97,54% |
07/08/2024 | 1,58% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 200 CHF | 72 335 CHF | 99,96% | 99,96% |
06/08/2024 | 2,66% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 94 686 | 79 508 | 56 493 CHF | 48 391 CHF | 99,01% | 99,01% |
02/08/2024 | 5,14% | 0,68 CHF | 0,71 CHF | 80 000 | 25 000 | 78 677 | 25 000 | 54 302 CHF | 18 179 CHF | 98,31% | 98,31% |
31/07/2024 | 1,61% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 93 561 | 92 370 | 77 771 CHF | 77 984 CHF | 30,67% | 30,67% |