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 | 0,81% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 92 825 CHF | 93 575 CHF | 99,06% | 99,06% |
14/08/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 86 680 CHF | 87 432 CHF | 98,83% | 98,83% |
13/08/2024 | 0,93% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 355 CHF | 81 105 CHF | 97,07% | 97,07% |
12/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 168 CHF | 81 918 CHF | 100,00% | 100,00% |
09/08/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 980 CHF | 78 730 CHF | 100,00% | 100,00% |
08/08/2024 | 1,21% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 70 178 | 70 178 | 63 342 CHF | 64 083 CHF | 97,59% | 97,59% |
07/08/2024 | 1,08% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 285 CHF | 70 035 CHF | 99,44% | 99,44% |
06/08/2024 | 1,52% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 72 304 | 64 557 | 57 382 CHF | 51 968 CHF | 96,82% | 96,82% |
02/08/2024 | 2,66% | 0,92 CHF | 0,95 CHF | 60 000 | 20 000 | 53 199 | 20 000 | 54 273 CHF | 21 074 CHF | 98,34% | 98,34% |
31/07/2024 | 0,81% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 70 760 | 70 760 | 96 211 CHF | 96 970 CHF | 30,48% | 30,48% |