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 | 1,00% | 1,04 CHF | 1,05 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 67 672 CHF | 68 355 CHF | 100,00% | 100,00% |
14/08/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 67 428 CHF | 68 128 CHF | 99,27% | 99,27% |
13/08/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 65 886 CHF | 66 586 CHF | 100,00% | 100,00% |
12/08/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 65 873 CHF | 66 573 CHF | 99,13% | 99,13% |
09/08/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 64 755 CHF | 65 455 CHF | 100,00% | 100,00% |
08/08/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 63 081 CHF | 63 781 CHF | 99,99% | 99,99% |
07/08/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 64 197 CHF | 64 897 CHF | 99,99% | 99,99% |
06/08/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 72 541 | 72 541 | 61 045 CHF | 61 770 CHF | 99,90% | 99,90% |
02/08/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 70 000 | 70 000 | 65 748 | 65 748 | 65 707 CHF | 66 364 CHF | 99,94% | 99,94% |
30/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 72 414 CHF | 73 014 CHF | 100,00% | 100,00% |