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 | 1,06% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 99 055 | 98 951 | 93 563 CHF | 94 456 CHF | 99,18% | 99,18% |
14/08/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 98 456 | 98 268 | 93 503 CHF | 94 328 CHF | 98,48% | 98,48% |
13/08/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 800 CHF | 97 800 CHF | 96,93% | 96,93% |
12/08/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 214 CHF | 95 214 CHF | 100,00% | 100,00% |
09/08/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 840 CHF | 92 840 CHF | 100,00% | 100,00% |
08/08/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 767 CHF | 93 767 CHF | 96,93% | 96,93% |
07/08/2024 | 1,23% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 90 631 | 90 631 | 82 486 CHF | 83 459 CHF | 100,00% | 100,00% |
06/08/2024 | 2,12% | 0,98 CHF | 1,00 CHF | 50 000 | 50 000 | 39 688 | 39 688 | 38 893 CHF | 39 683 CHF | 98,60% | 98,60% |
02/08/2024 | 3,77% | 0,91 CHF | 0,94 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 10 946 CHF | 11 367 CHF | 94,65% | 94,65% |
31/07/2024 | 2,26% | 0,83 CHF | 0,85 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 39 186 CHF | 40 065 CHF | 30,64% | 30,64% |