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 | 0,68% | 1,56 CHF | 1,57 CHF | 75 000 | 75 000 | 74 223 | 74 223 | 110 297 CHF | 111 047 CHF | 98,88% | 98,88% |
14/08/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 104 065 CHF | 104 810 CHF | 98,83% | 98,83% |
13/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 974 CHF | 98 724 CHF | 97,08% | 97,08% |
12/08/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 837 CHF | 99 587 CHF | 100,00% | 100,00% |
09/08/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 570 CHF | 96 320 CHF | 100,00% | 100,00% |
08/08/2024 | 0,96% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 70 187 | 70 187 | 79 809 CHF | 80 549 CHF | 97,80% | 97,80% |
07/08/2024 | 0,86% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 931 CHF | 87 681 CHF | 99,70% | 99,70% |
06/08/2024 | 1,19% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 64 872 | 64 626 | 66 632 CHF | 67 152 CHF | 98,25% | 98,25% |
02/08/2024 | 2,10% | 1,15 CHF | 1,18 CHF | 50 000 | 20 000 | 43 311 | 20 000 | 54 322 CHF | 25 766 CHF | 98,05% | 98,05% |
31/07/2024 | 0,66% | 1,59 CHF | 1,60 CHF | 75 000 | 75 000 | 70 771 | 70 771 | 112 855 CHF | 113 589 CHF | 30,56% | 30,56% |