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 | 0,82% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 74 334 | 74 196 | 90 655 CHF | 91 232 CHF | 98,37% | 98,37% |
14/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 73 714 | 73 486 | 89 763 CHF | 90 219 CHF | 98,49% | 98,49% |
13/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 358 CHF | 88 108 CHF | 97,09% | 97,09% |
12/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 305 CHF | 89 055 CHF | 100,00% | 100,00% |
09/08/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 646 CHF | 89 396 CHF | 100,00% | 100,00% |
08/08/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 663 CHF | 88 413 CHF | 96,69% | 96,69% |
07/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 822 CHF | 91 572 CHF | 99,90% | 99,90% |
06/08/2024 | 1,08% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 64 496 | 53 993 | 71 159 CHF | 60 081 CHF | 97,53% | 97,53% |
02/08/2024 | 1,96% | 1,15 CHF | 1,17 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 59 908 CHF | 24 438 CHF | 98,36% | 98,36% |
30/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 682 CHF | 97 432 CHF | 96,72% | 96,72% |