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 | 1,14% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 706 CHF | 66 456 CHF | 98,90% | 98,90% |
14/08/2024 | 1,04% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 74 197 | 74 197 | 71 255 CHF | 71 997 CHF | 98,65% | 98,65% |
13/08/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 74 734 | 74 734 | 71 502 CHF | 72 249 CHF | 98,39% | 98,39% |
12/08/2024 | 1,17% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 891 CHF | 64 641 CHF | 98,26% | 98,26% |
09/08/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 768 CHF | 59 518 CHF | 98,38% | 98,38% |
08/08/2024 | 1,43% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 82 587 | 82 587 | 57 112 CHF | 57 938 CHF | 98,75% | 98,75% |
07/08/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 295 | 75 295 | 52 882 CHF | 53 635 CHF | 97,73% | 97,73% |
06/08/2024 | 1,36% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 76 802 | 76 802 | 56 153 CHF | 56 921 CHF | 98,92% | 98,92% |
02/08/2024 | 1,03% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 72 538 | 72 538 | 70 153 CHF | 70 879 CHF | 95,07% | 95,07% |
30/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 412 CHF | 64 412 CHF | 98,97% | 98,97% |