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 | 1,05% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 74 600 | 74 196 | 71 129 CHF | 71 487 CHF | 98,37% | 98,37% |
14/08/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 74 228 | 73 486 | 70 468 CHF | 70 511 CHF | 98,49% | 98,49% |
13/08/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 304 CHF | 68 054 CHF | 97,10% | 97,10% |
12/08/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 471 CHF | 69 221 CHF | 100,00% | 100,00% |
09/08/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 678 CHF | 69 428 CHF | 100,00% | 100,00% |
08/08/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 668 CHF | 68 418 CHF | 96,69% | 96,69% |
07/08/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 816 CHF | 71 566 CHF | 100,00% | 100,00% |
06/08/2024 | 1,43% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 70 748 | 54 420 | 59 254 CHF | 46 112 CHF | 99,56% | 99,56% |
02/08/2024 | 2,52% | 0,88 CHF | 0,91 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 942 CHF | 19 123 CHF | 96,49% | 96,49% |
30/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 775 CHF | 77 525 CHF | 96,72% | 96,72% |