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 | 0,51% | 2,05 CHF | 2,06 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 146 890 CHF | 147 638 CHF | 99,06% | 99,06% |
14/08/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 140 301 CHF | 141 051 CHF | 98,83% | 98,83% |
13/08/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 870 CHF | 135 620 CHF | 96,19% | 96,19% |
12/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 776 CHF | 136 526 CHF | 99,94% | 99,94% |
09/08/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 558 CHF | 133 308 CHF | 98,55% | 98,55% |
08/08/2024 | 0,67% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 70 145 | 70 145 | 114 371 CHF | 115 107 CHF | 96,91% | 96,91% |
07/08/2024 | 0,60% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 123 840 CHF | 124 590 CHF | 100,00% | 100,00% |
06/08/2024 | 0,84% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 64 547 | 64 547 | 98 184 CHF | 98 971 CHF | 97,46% | 97,46% |
02/08/2024 | 1,49% | 1,65 CHF | 1,67 CHF | 40 000 | 20 000 | 32 034 | 20 000 | 55 962 CHF | 35 620 CHF | 97,53% | 97,53% |
31/07/2024 | 0,52% | 2,08 CHF | 2,09 CHF | 75 000 | 75 000 | 70 782 | 70 782 | 147 655 CHF | 148 408 CHF | 30,64% | 30,64% |