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 | 0,92% | 1,07 CHF | 1,08 CHF | 60 000 | 60 000 | 52 189 | 36 566 | 56 472 CHF | 39 753 CHF | 98,83% | 98,83% |
14/08/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 60 000 | 60 000 | 52 284 | 36 851 | 55 327 CHF | 39 204 CHF | 85,44% | 85,44% |
13/08/2024 | 0,96% | 1,08 CHF | 1,09 CHF | 60 000 | 60 000 | 52 260 | 36 780 | 54 176 CHF | 38 683 CHF | 93,66% | 93,66% |
12/08/2024 | 1,15% | 1,00 CHF | 1,01 CHF | 60 000 | 60 000 | 63 296 | 37 421 | 54 814 CHF | 33 675 CHF | 87,45% | 87,45% |
09/08/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 70 000 | 60 000 | 70 000 | 36 531 | 54 189 CHF | 28 560 CHF | 99,37% | 99,37% |
08/08/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 70 000 | 60 000 | 78 318 | 36 700 | 55 086 CHF | 26 341 CHF | 96,18% | 96,18% |
07/08/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 70 000 | 60 000 | 70 000 | 36 513 | 55 657 CHF | 29 243 CHF | 97,41% | 97,41% |
06/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 70 000 | 60 000 | 70 563 | 36 483 | 52 257 CHF | 27 507 CHF | 97,23% | 97,23% |
02/08/2024 | 1,05% | 0,81 CHF | 0,82 CHF | 70 000 | 60 000 | 60 195 | 35 941 | 57 203 CHF | 34 222 CHF | 95,76% | 95,76% |
30/07/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 60 000 | 60 000 | 60 000 | 36 169 | 54 643 CHF | 33 354 CHF | 97,83% | 97,83% |