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 | 1,51% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 74 758 | 74 597 | 65 571 CHF | 66 425 CHF | 98,38% | 98,38% |
14/08/2024 | 1,52% | 0,85 CHF | 0,87 CHF | 75 000 | 75 000 | 74 386 | 73 977 | 64 217 CHF | 64 831 CHF | 98,49% | 98,49% |
13/08/2024 | 1,67% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 447 CHF | 65 531 CHF | 97,09% | 97,09% |
12/08/2024 | 1,61% | 0,81 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 501 CHF | 61 480 CHF | 97,93% | 97,93% |
09/08/2024 | 1,80% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 749 CHF | 59 816 CHF | 100,00% | 100,00% |
08/08/2024 | 1,77% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 494 CHF | 60 554 CHF | 96,70% | 96,70% |
07/08/2024 | 1,87% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 714 CHF | 57 785 CHF | 98,88% | 98,88% |
06/08/2024 | 2,44% | 0,80 CHF | 0,82 CHF | 75 000 | 75 000 | 72 942 | 64 711 | 57 785 CHF | 52 429 CHF | 99,56% | 99,56% |
02/08/2024 | 5,26% | 0,79 CHF | 0,83 CHF | 70 000 | 20 000 | 69 938 | 20 000 | 56 157 CHF | 16 928 CHF | 95,25% | 95,25% |
31/07/2024 | 1,80% | 0,81 CHF | 0,83 CHF | 75 000 | 75 000 | 74 495 | 72 475 | 59 664 CHF | 59 091 CHF | 29,49% | 29,49% |