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 | 1,09% | 0,96 CHF | 0,97 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 62 080 CHF | 62 763 CHF | 100,00% | 100,00% |
14/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 61 663 CHF | 62 363 CHF | 99,27% | 99,27% |
13/08/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 60 067 CHF | 60 767 CHF | 100,00% | 100,00% |
12/08/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 70 000 | 70 000 | 69 995 | 69 995 | 60 033 CHF | 60 733 CHF | 99,15% | 99,15% |
09/08/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 59 061 CHF | 59 761 CHF | 100,00% | 100,00% |
08/08/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 57 284 CHF | 57 984 CHF | 99,98% | 99,98% |
07/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 58 414 CHF | 59 114 CHF | 99,99% | 99,99% |
06/08/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 70 000 | 70 000 | 72 541 | 72 541 | 55 217 CHF | 55 942 CHF | 99,92% | 99,92% |
02/08/2024 | 1,08% | 0,88 CHF | 0,89 CHF | 70 000 | 70 000 | 65 749 | 65 749 | 60 430 CHF | 61 088 CHF | 99,93% | 99,93% |
30/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 67 451 CHF | 68 051 CHF | 99,99% | 99,99% |