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% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 98 951 | 98 951 | 100 958 CHF | 101 951 CHF | 99,18% | 99,18% |
14/08/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 98 061 | 98 061 | 100 634 CHF | 101 627 CHF | 87,95% | 87,95% |
13/08/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 422 CHF | 105 422 CHF | 96,31% | 96,31% |
12/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 025 CHF | 103 025 CHF | 100,00% | 100,00% |
09/08/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 511 CHF | 100 511 CHF | 100,00% | 100,00% |
08/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 635 CHF | 101 635 CHF | 97,95% | 97,95% |
07/08/2024 | 1,17% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 90 631 | 90 631 | 89 461 CHF | 90 449 CHF | 100,00% | 100,00% |
06/08/2024 | 1,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 39 703 | 39 703 | 42 005 CHF | 42 773 CHF | 98,73% | 98,73% |
02/08/2024 | 3,54% | 0,99 CHF | 1,02 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 11 918 CHF | 12 348 CHF | 98,39% | 98,39% |
31/07/2024 | 1,98% | 0,91 CHF | 0,93 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 42 868 CHF | 43 707 CHF | 30,64% | 30,64% |