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 | 0,97% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 74 213 | 73 951 | 77 307 CHF | 77 772 CHF | 99,18% | 99,18% |
14/08/2024 | 1,03% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 73 451 | 72 974 | 75 198 CHF | 75 474 CHF | 97,08% | 97,08% |
13/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 272 CHF | 74 022 CHF | 96,31% | 96,31% |
12/08/2024 | 1,42% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 891 CHF | 74 946 CHF | 100,00% | 100,00% |
09/08/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 010 CHF | 73 760 CHF | 99,38% | 99,38% |
08/08/2024 | 1,64% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 597 CHF | 69 730 CHF | 97,34% | 97,34% |
07/08/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 086 CHF | 68 836 CHF | 100,00% | 100,00% |
06/08/2024 | 1,61% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 69 571 | 54 417 | 60 251 CHF | 47 741 CHF | 98,78% | 98,78% |
02/08/2024 | 3,06% | 1,01 CHF | 1,05 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 52 697 CHF | 21 733 CHF | 99,05% | 99,05% |
31/07/2024 | 1,84% | 1,15 CHF | 1,17 CHF | 25 000 | 25 000 | 24 154 | 24 154 | 28 077 CHF | 28 588 CHF | 30,66% | 30,66% |