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 | 0,85% | 1,18 CHF | 1,19 CHF | 60 000 | 60 000 | 33 034 | 33 034 | 39 285 CHF | 39 616 CHF | 99,87% | 99,87% |
14/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 60 000 | 60 000 | 32 929 | 32 929 | 38 349 CHF | 38 680 CHF | 99,14% | 99,14% |
13/08/2024 | 0,89% | 1,20 CHF | 1,21 CHF | 60 000 | 60 000 | 23 100 | 23 100 | 26 902 CHF | 27 134 CHF | 99,51% | 99,51% |
12/08/2024 | 1,06% | 1,12 CHF | 1,13 CHF | 60 000 | 60 000 | 28 011 | 28 011 | 28 303 CHF | 28 585 CHF | 98,47% | 98,47% |
09/08/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 65 000 | 65 000 | 35 570 | 35 570 | 31 405 CHF | 31 761 CHF | 98,38% | 98,38% |
08/08/2024 | 1,25% | 0,84 CHF | 0,85 CHF | 65 000 | 65 000 | 37 209 | 37 209 | 30 450 CHF | 30 823 CHF | 99,93% | 99,93% |
07/08/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 65 000 | 65 000 | 36 015 | 36 015 | 32 299 CHF | 32 660 CHF | 99,05% | 99,05% |
06/08/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 37 124 | 37 124 | 31 515 CHF | 31 887 CHF | 99,97% | 99,97% |
02/08/2024 | 0,96% | 0,92 CHF | 0,93 CHF | 65 000 | 65 000 | 33 391 | 33 391 | 35 037 CHF | 35 372 CHF | 99,95% | 99,95% |
30/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 65 000 | 65 000 | 35 178 | 35 178 | 36 107 CHF | 36 459 CHF | 99,89% | 99,89% |