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 | 0,76% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 74 124 | 73 974 | 99 750 CHF | 100 300 CHF | 99,06% | 99,06% |
14/08/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 73 272 | 73 097 | 95 780 CHF | 96 299 CHF | 98,80% | 98,80% |
13/08/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 360 CHF | 90 110 CHF | 96,65% | 96,65% |
12/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 766 CHF | 90 516 CHF | 100,00% | 100,00% |
09/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 606 CHF | 85 356 CHF | 99,61% | 99,61% |
08/08/2024 | 1,26% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 65 753 | 65 753 | 64 492 CHF | 65 242 CHF | 97,65% | 97,65% |
07/08/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 654 CHF | 78 404 CHF | 98,32% | 98,32% |
06/08/2024 | 1,50% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 68 709 | 54 271 | 62 349 CHF | 49 710 CHF | 98,81% | 98,81% |
02/08/2024 | 2,46% | 1,17 CHF | 1,20 CHF | 50 000 | 20 000 | 42 852 | 20 000 | 53 934 CHF | 25 864 CHF | 98,18% | 98,18% |
31/07/2024 | 0,71% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 69 574 | 69 068 | 108 252 CHF | 108 177 CHF | 30,67% | 30,67% |