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% | 1,87 CHF | 1,88 CHF | 100 000 | 100 000 | 98 932 | 98 932 | 178 364 CHF | 179 570 CHF | 98,36% | 98,36% |
14/08/2024 | 0,62% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 97 692 | 97 692 | 164 160 CHF | 165 160 CHF | 98,48% | 98,48% |
13/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 160 057 CHF | 161 057 CHF | 96,74% | 96,74% |
12/08/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 163 695 CHF | 164 695 CHF | 100,00% | 100,00% |
09/08/2024 | 0,76% | 1,56 CHF | 1,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 156 162 CHF | 157 357 CHF | 99,01% | 99,01% |
08/08/2024 | 0,69% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 145 552 CHF | 146 552 CHF | 95,34% | 95,34% |
07/08/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 146 180 CHF | 147 180 CHF | 99,84% | 99,84% |
06/08/2024 | 1,04% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 79 418 | 79 418 | 106 648 CHF | 107 648 CHF | 98,33% | 98,33% |
02/08/2024 | 2,01% | 1,52 CHF | 1,56 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 63 701 CHF | 40 621 CHF | 94,84% | 94,84% |
31/07/2024 | 0,58% | 1,91 CHF | 1,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 189 655 CHF | 190 751 CHF | 22,36% | 22,36% |