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 | 1,93% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 113 320 | 113 319 | 58 119 CHF | 59 252 CHF | 99,39% | 99,39% |
14/08/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 690 | 100 690 | 51 347 CHF | 52 354 CHF | 98,87% | 98,87% |
13/08/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 118 417 | 118 417 | 57 847 CHF | 59 032 CHF | 98,95% | 98,95% |
12/08/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 589 CHF | 58 839 CHF | 98,85% | 98,85% |
09/08/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 122 607 | 122 607 | 58 390 CHF | 59 616 CHF | 98,85% | 98,85% |
08/08/2024 | 2,12% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 114 670 | 114 670 | 53 525 CHF | 54 672 CHF | 96,92% | 96,92% |
07/08/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 117 242 | 117 242 | 55 373 CHF | 56 545 CHF | 98,68% | 98,68% |
06/08/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 124 026 | 124 026 | 54 476 CHF | 55 717 CHF | 98,84% | 98,84% |
02/08/2024 | 1,74% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 99 897 | 99 897 | 57 092 CHF | 58 091 CHF | 95,56% | 95,56% |
30/07/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 259 CHF | 64 009 CHF | 99,38% | 99,38% |