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 | 1,30% | 0,86 CHF | 0,87 CHF | 194 000 | 194 000 | 88 454 | 88 454 | 70 856 CHF | 71 742 CHF | 99,90% | 99,90% |
14/08/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 200 000 | 200 000 | 88 441 | 88 441 | 65 214 CHF | 66 100 CHF | 99,46% | 99,46% |
13/08/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 200 000 | 200 000 | 89 506 | 89 506 | 66 576 CHF | 67 473 CHF | 100,00% | 100,00% |
12/08/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 200 000 | 200 000 | 89 410 | 89 410 | 67 944 CHF | 68 841 CHF | 99,03% | 99,03% |
09/08/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 200 000 | 200 000 | 89 562 | 89 562 | 65 612 CHF | 66 509 CHF | 98,38% | 98,38% |
08/08/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 200 000 | 200 000 | 65 549 | 65 549 | 46 853 CHF | 47 509 CHF | 99,92% | 99,92% |
07/08/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 196 000 | 196 000 | 108 655 | 108 655 | 92 081 CHF | 93 169 CHF | 47,72% | 92,14% |
06/08/2024 | - | 0,88 CHF | - CHF | 196 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,91% |
02/08/2024 | 1,00% | 0,91 CHF | 0,92 CHF | 194 000 | 194 000 | 84 808 | 84 808 | 84 110 CHF | 84 960 CHF | 99,93% | 99,93% |
30/07/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 184 000 | 184 000 | 79 901 | 79 901 | 84 891 CHF | 85 691 CHF | 99,88% | 99,88% |