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 | 0,75% | 1,45 CHF | 1,46 CHF | 70 000 | 70 000 | 69 296 | 69 296 | 94 327 CHF | 95 021 CHF | 99,98% | 99,98% |
14/08/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 70 000 | 70 000 | 69 292 | 69 292 | 84 545 CHF | 85 239 CHF | 99,26% | 99,26% |
13/08/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 70 000 | 70 000 | 69 296 | 69 296 | 81 605 CHF | 82 299 CHF | 100,00% | 100,00% |
12/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 70 000 | 70 000 | 69 159 | 69 159 | 81 613 CHF | 82 307 CHF | 99,23% | 99,23% |
09/08/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 70 000 | 70 000 | 69 296 | 69 296 | 79 117 CHF | 79 811 CHF | 99,99% | 99,99% |
08/08/2024 | 0,93% | 1,12 CHF | 1,13 CHF | 80 000 | 80 000 | 79 194 | 79 194 | 86 573 CHF | 87 365 CHF | 99,89% | 99,89% |
07/08/2024 | 1,09% | 0,97 CHF | 0,98 CHF | 90 000 | 90 000 | 89 094 | 89 094 | 82 995 CHF | 83 887 CHF | 99,98% | 99,98% |
06/08/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 90 000 | 90 000 | 89 093 | 89 093 | 78 142 CHF | 79 034 CHF | 99,83% | 99,83% |
02/08/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 80 000 | 80 000 | 69 654 | 69 654 | 75 679 CHF | 76 377 CHF | 98,80% | 98,80% |
30/07/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 70 000 | 70 000 | 69 296 | 69 296 | 98 341 CHF | 99 035 CHF | 100,00% | 100,00% |