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 | 0,83% | 1,16 CHF | 1,17 CHF | 88 000 | 88 000 | 88 403 | 88 403 | 106 884 CHF | 107 769 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 90 000 | 90 000 | 88 736 | 88 736 | 109 624 CHF | 110 513 CHF | 97,48% | 97,48% |
13/08/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 90 000 | 90 000 | 89 774 | 89 774 | 115 303 CHF | 116 201 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 91 000 | 91 000 | 90 006 | 90 006 | 115 938 CHF | 116 839 CHF | 100,00% | 100,00% |
09/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 90 500 | 90 500 | 89 420 | 89 420 | 114 755 CHF | 115 651 CHF | 99,99% | 99,99% |
08/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 92 000 | 92 000 | 91 175 | 91 175 | 124 313 CHF | 125 226 CHF | 99,95% | 99,95% |
07/08/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 89 500 | 89 500 | 88 040 | 88 040 | 110 055 CHF | 110 936 CHF | 100,00% | 100,00% |
06/08/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 90 000 | 90 000 | 89 473 | 89 473 | 118 715 CHF | 119 611 CHF | 98,38% | 98,38% |
02/08/2024 | 0,84% | 1,25 CHF | 1,26 CHF | 88 500 | 88 500 | 86 799 | 86 799 | 104 542 CHF | 105 411 CHF | 98,49% | 98,49% |
31/07/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 86 000 | 86 000 | 85 036 | 85 036 | 90 716 CHF | 91 566 CHF | 44,87% | 44,87% |