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 | 0,55% | 1,89 CHF | 1,90 CHF | 75 000 | 75 000 | 74 024 | 73 974 | 138 191 CHF | 138 846 CHF | 99,06% | 99,06% |
14/08/2024 | 0,57% | 1,84 CHF | 1,85 CHF | 75 000 | 75 000 | 73 156 | 73 097 | 131 934 CHF | 132 570 CHF | 98,83% | 98,83% |
13/08/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 75 000 | 75 000 | 74 971 | 74 971 | 130 105 CHF | 130 855 CHF | 97,08% | 97,08% |
12/08/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 939 CHF | 131 689 CHF | 99,24% | 99,24% |
09/08/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 886 CHF | 128 636 CHF | 99,27% | 99,27% |
08/08/2024 | 0,71% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 70 082 | 70 082 | 111 644 CHF | 112 394 CHF | 95,74% | 95,74% |
07/08/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 622 CHF | 121 372 CHF | 99,76% | 99,76% |
06/08/2024 | 0,91% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 60 484 | 54 262 | 89 362 CHF | 80 691 CHF | 98,33% | 98,33% |
02/08/2024 | 1,75% | 1,66 CHF | 1,69 CHF | 40 000 | 20 000 | 30 637 | 20 000 | 51 956 CHF | 34 533 CHF | 97,74% | 97,74% |
31/07/2024 | 0,58% | 1,96 CHF | 1,97 CHF | 75 000 | 75 000 | 68 471 | 68 129 | 133 832 CHF | 133 893 CHF | 30,27% | 30,27% |