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 | 1,29% | 0,76 CHF | 0,77 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 115 599 CHF | 117 099 CHF | 100,00% | 100,00% |
14/08/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 117 462 CHF | 118 962 CHF | 99,26% | 99,26% |
13/08/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 150 000 | 150 000 | 152 080 | 152 080 | 121 005 CHF | 122 526 CHF | 100,00% | 100,00% |
12/08/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 150 000 | 150 000 | 150 104 | 150 104 | 118 914 CHF | 120 416 CHF | 99,25% | 99,25% |
09/08/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 160 000 | 160 000 | 155 394 | 155 394 | 122 759 CHF | 124 313 CHF | 99,99% | 99,99% |
08/08/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 129 116 CHF | 130 716 CHF | 99,99% | 99,99% |
07/08/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 150 000 | 150 000 | 151 989 | 151 989 | 117 729 CHF | 119 249 CHF | 100,00% | 100,00% |
06/08/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 130 233 CHF | 131 833 CHF | 99,93% | 99,93% |
02/08/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 160 000 | 160 000 | 151 442 | 151 442 | 115 348 CHF | 116 863 CHF | 99,92% | 99,92% |
30/07/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 62 976 CHF | 64 276 CHF | 100,00% | 100,00% |