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 | 0,78% | 1,31 CHF | 1,32 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 125 309 CHF | 126 289 CHF | 99,99% | 99,99% |
14/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 99 120 | 99 120 | 122 373 CHF | 123 364 CHF | 99,27% | 99,27% |
13/08/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 489 | 100 489 | 117 344 CHF | 118 348 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 99 988 | 99 988 | 121 977 CHF | 122 977 CHF | 99,32% | 99,32% |
09/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 99 889 | 99 889 | 122 506 CHF | 123 505 CHF | 99,99% | 99,99% |
08/08/2024 | 0,89% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 101 751 | 101 751 | 113 297 CHF | 114 315 CHF | 99,95% | 99,95% |
07/08/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 101 038 | 101 038 | 117 309 CHF | 118 320 CHF | 99,99% | 99,99% |
06/08/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 104 000 | 104 000 | 104 091 | 104 091 | 108 620 CHF | 109 661 CHF | 99,91% | 99,91% |
02/08/2024 | 0,79% | 1,16 CHF | 1,17 CHF | 102 000 | 102 000 | 98 391 | 98 391 | 123 787 CHF | 124 771 CHF | 99,85% | 99,85% |
31/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 132 009 CHF | 132 969 CHF | 39,26% | 39,26% |