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 | 0,74% | 1,37 CHF | 1,38 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 131 784 CHF | 132 764 CHF | 100,00% | 100,00% |
14/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 99 120 | 99 120 | 128 998 CHF | 129 989 CHF | 99,26% | 99,26% |
13/08/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 100 490 | 100 490 | 123 981 CHF | 124 986 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 99 988 | 99 988 | 128 513 CHF | 129 513 CHF | 99,33% | 99,33% |
09/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 99 889 | 99 889 | 129 186 CHF | 130 184 CHF | 99,99% | 99,99% |
08/08/2024 | 0,84% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 101 751 | 101 751 | 120 038 CHF | 121 055 CHF | 99,95% | 99,95% |
07/08/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 101 039 | 101 039 | 124 035 CHF | 125 045 CHF | 100,00% | 100,00% |
06/08/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 104 000 | 104 000 | 104 090 | 104 090 | 115 586 CHF | 116 626 CHF | 99,86% | 99,86% |
02/08/2024 | 0,75% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 98 389 | 98 389 | 130 159 CHF | 131 143 CHF | 99,89% | 99,89% |
31/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 138 256 CHF | 139 216 CHF | 39,27% | 39,27% |