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 | 1,19% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 74 600 | 74 196 | 63 015 CHF | 63 416 CHF | 98,37% | 98,37% |
14/08/2024 | 1,25% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 74 471 | 72 955 | 61 522 CHF | 61 006 CHF | 98,49% | 98,49% |
13/08/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 529 CHF | 61 279 CHF | 97,10% | 97,10% |
12/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 108 CHF | 62 858 CHF | 99,96% | 99,96% |
09/08/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 394 CHF | 62 144 CHF | 100,00% | 100,00% |
08/08/2024 | 1,25% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 706 CHF | 60 456 CHF | 96,70% | 96,70% |
07/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 790 CHF | 63 540 CHF | 100,00% | 100,00% |
06/08/2024 | 1,58% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 72 830 | 54 420 | 57 836 CHF | 43 549 CHF | 99,55% | 99,55% |
02/08/2024 | 3,40% | 0,78 CHF | 0,81 CHF | 70 000 | 20 000 | 66 418 | 20 000 | 54 662 CHF | 17 060 CHF | 94,67% | 94,67% |
30/07/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 229 CHF | 66 979 CHF | 96,72% | 96,72% |