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 | 0,87% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 74 970 | 74 940 | 85 861 CHF | 86 577 CHF | 93,77% | 93,77% |
14/08/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 73 331 | 73 028 | 82 405 CHF | 82 812 CHF | 95,36% | 95,36% |
13/08/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 585 CHF | 79 335 CHF | 96,65% | 96,65% |
12/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 640 CHF | 79 390 CHF | 100,00% | 100,00% |
09/08/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 375 CHF | 76 125 CHF | 99,03% | 99,03% |
08/08/2024 | 1,34% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 65 721 | 65 721 | 59 827 CHF | 60 568 CHF | 96,61% | 96,61% |
07/08/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 747 CHF | 72 497 CHF | 98,64% | 98,64% |
06/08/2024 | 1,51% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 68 764 | 54 213 | 61 125 CHF | 48 703 CHF | 95,37% | 95,37% |
02/08/2024 | 2,78% | 1,03 CHF | 1,06 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 595 CHF | 22 454 CHF | 92,71% | 92,71% |
31/07/2024 | 1,30% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 69 233 | 68 217 | 88 915 CHF | 88 650 CHF | 30,66% | 30,66% |