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 | 0,98% | 1,06 CHF | 1,07 CHF | 65 000 | 65 000 | 68 288 | 68 288 | 69 121 CHF | 69 804 CHF | 99,99% | 99,99% |
14/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 69 071 CHF | 69 771 CHF | 99,27% | 99,27% |
13/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 67 384 CHF | 68 084 CHF | 100,00% | 100,00% |
12/08/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 70 000 | 70 000 | 69 994 | 69 994 | 67 355 CHF | 68 055 CHF | 99,14% | 99,14% |
09/08/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 66 357 CHF | 67 057 CHF | 99,99% | 99,99% |
08/08/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 64 524 CHF | 65 224 CHF | 99,98% | 99,98% |
07/08/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 65 649 CHF | 66 349 CHF | 99,98% | 99,98% |
06/08/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 70 000 | 70 000 | 72 540 | 72 540 | 62 529 CHF | 63 254 CHF | 99,94% | 99,94% |
02/08/2024 | 0,97% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 65 749 | 65 749 | 67 111 CHF | 67 769 CHF | 99,97% | 99,97% |
30/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 73 782 CHF | 74 382 CHF | 100,00% | 100,00% |