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 | 1,22% | 1,13 CHF | 1,15 CHF | 100 000 | 100 000 | 98 687 | 98 687 | 106 857 CHF | 108 159 CHF | 99,18% | 99,18% |
14/08/2024 | 1,25% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 97 843 | 97 723 | 97 017 CHF | 98 098 CHF | 97,78% | 97,78% |
13/08/2024 | 1,38% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 289 CHF | 90 530 CHF | 96,93% | 96,93% |
12/08/2024 | 1,33% | 0,88 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 162 CHF | 88 326 CHF | 100,00% | 100,00% |
09/08/2024 | 1,43% | 0,82 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 895 CHF | 85 105 CHF | 99,98% | 99,98% |
08/08/2024 | 1,50% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 364 CHF | 77 516 CHF | 97,87% | 97,87% |
07/08/2024 | 1,42% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 581 CHF | 82 750 CHF | 99,99% | 99,99% |
06/08/2024 | 2,27% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 89 861 | 79 556 | 62 851 CHF | 56 665 CHF | 97,85% | 97,85% |
02/08/2024 | 4,36% | 0,78 CHF | 0,82 CHF | 70 000 | 25 000 | 69 895 | 25 000 | 55 579 CHF | 20 766 CHF | 98,55% | 98,55% |
31/07/2024 | 1,46% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 93 386 | 92 370 | 87 304 CHF | 87 565 CHF | 30,67% | 30,67% |