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 | 0,72% | 1,42 CHF | 1,43 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 136 549 CHF | 137 529 CHF | 100,00% | 100,00% |
14/08/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 99 120 | 99 120 | 133 798 CHF | 134 790 CHF | 99,27% | 99,27% |
13/08/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 100 490 | 100 490 | 128 792 CHF | 129 797 CHF | 100,00% | 100,00% |
12/08/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 99 988 | 99 988 | 133 342 CHF | 134 342 CHF | 99,33% | 99,33% |
09/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 99 889 | 99 889 | 134 009 CHF | 135 008 CHF | 99,98% | 99,98% |
08/08/2024 | 0,81% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 101 751 | 101 751 | 124 906 CHF | 125 924 CHF | 99,99% | 99,99% |
07/08/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 101 039 | 101 039 | 128 840 CHF | 129 851 CHF | 100,00% | 100,00% |
06/08/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 104 000 | 104 000 | 104 089 | 104 089 | 120 458 CHF | 121 499 CHF | 99,90% | 99,90% |
02/08/2024 | 0,73% | 1,28 CHF | 1,29 CHF | 102 000 | 102 000 | 98 390 | 98 390 | 134 892 CHF | 135 876 CHF | 99,91% | 99,91% |
31/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 142 892 CHF | 143 852 CHF | 39,27% | 39,27% |