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 | 0,79% | 1,28 CHF | 1,29 CHF | 60 000 | 60 000 | 33 036 | 33 036 | 42 553 CHF | 42 884 CHF | 99,88% | 99,88% |
14/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 60 000 | 60 000 | 32 929 | 32 929 | 41 600 CHF | 41 932 CHF | 99,13% | 99,13% |
13/08/2024 | 0,82% | 1,29 CHF | 1,30 CHF | 60 000 | 60 000 | 23 098 | 23 098 | 29 172 CHF | 29 403 CHF | 99,52% | 99,52% |
12/08/2024 | 0,97% | 1,22 CHF | 1,23 CHF | 60 000 | 60 000 | 28 015 | 28 015 | 31 038 CHF | 31 320 CHF | 98,39% | 98,39% |
09/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 65 000 | 65 000 | 35 571 | 35 571 | 34 840 CHF | 35 197 CHF | 98,38% | 98,38% |
08/08/2024 | 1,12% | 0,93 CHF | 0,94 CHF | 65 000 | 65 000 | 37 216 | 37 216 | 33 995 CHF | 34 368 CHF | 99,95% | 99,95% |
07/08/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 65 000 | 65 000 | 36 021 | 36 021 | 35 721 CHF | 36 082 CHF | 99,07% | 99,07% |
06/08/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 70 000 | 70 000 | 37 127 | 37 127 | 35 052 CHF | 35 424 CHF | 99,98% | 99,98% |
02/08/2024 | 0,88% | 1,01 CHF | 1,02 CHF | 65 000 | 65 000 | 33 392 | 33 392 | 38 319 CHF | 38 654 CHF | 99,95% | 99,95% |
30/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 65 000 | 65 000 | 35 178 | 35 178 | 39 617 CHF | 39 970 CHF | 99,89% | 99,89% |