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 | 1,11% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 99 055 | 98 951 | 89 834 CHF | 90 735 CHF | 99,18% | 99,18% |
14/08/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 98 456 | 98 268 | 89 814 CHF | 90 626 CHF | 98,49% | 98,49% |
13/08/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 924 CHF | 93 924 CHF | 96,32% | 96,32% |
12/08/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 90 693 CHF | 91 693 CHF | 100,00% | 100,00% |
09/08/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 151 CHF | 89 151 CHF | 100,00% | 100,00% |
08/08/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 114 CHF | 90 114 CHF | 97,95% | 97,95% |
07/08/2024 | 1,29% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 90 582 | 90 582 | 79 111 CHF | 80 089 CHF | 99,48% | 99,48% |
06/08/2024 | 2,14% | 0,94 CHF | 0,96 CHF | 50 000 | 50 000 | 39 612 | 39 612 | 37 364 CHF | 38 128 CHF | 97,88% | 97,88% |
02/08/2024 | 3,97% | 0,87 CHF | 0,91 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 10 482 CHF | 10 907 CHF | 93,38% | 93,38% |
31/07/2024 | 2,26% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 37 508 CHF | 38 347 CHF | 30,64% | 30,64% |