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 | 1,55% | 0,73 CHF | 0,74 CHF | 194 000 | 194 000 | 88 462 | 88 462 | 59 455 CHF | 60 341 CHF | 99,90% | 99,90% |
14/08/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 200 000 | 200 000 | 88 443 | 88 443 | 53 866 CHF | 54 753 CHF | 99,46% | 99,46% |
13/08/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 89 507 | 89 507 | 55 021 CHF | 55 918 CHF | 100,00% | 100,00% |
12/08/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 200 000 | 200 000 | 89 396 | 89 396 | 56 352 CHF | 57 249 CHF | 99,09% | 99,09% |
09/08/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 200 000 | 200 000 | 89 575 | 89 575 | 54 062 CHF | 54 960 CHF | 98,39% | 98,39% |
08/08/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 65 544 | 65 544 | 38 424 CHF | 39 080 CHF | 99,93% | 99,93% |
07/08/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 196 000 | 196 000 | 108 667 | 108 667 | 78 178 CHF | 79 267 CHF | 47,73% | 92,14% |
06/08/2024 | - | 0,76 CHF | - CHF | 196 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,94% |
02/08/2024 | 1,15% | 0,79 CHF | 0,80 CHF | 194 000 | 194 000 | 83 617 | 83 617 | 72 397 CHF | 73 235 CHF | 98,86% | 99,97% |
30/07/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 184 000 | 184 000 | 79 919 | 79 919 | 74 417 CHF | 75 218 CHF | 99,89% | 99,89% |