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 | 0,94% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 99 476 | 99 476 | 108 023 CHF | 109 034 CHF | 99,19% | 99,19% |
14/08/2024 | 1,01% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 101 131 CHF | 102 151 CHF | 98,68% | 98,68% |
13/08/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 211 CHF | 95 211 CHF | 96,44% | 96,44% |
12/08/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 774 CHF | 97 774 CHF | 99,81% | 99,81% |
09/08/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 500 CHF | 95 500 CHF | 99,70% | 99,70% |
08/08/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 086 CHF | 89 086 CHF | 95,33% | 95,33% |
07/08/2024 | 1,13% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 108 CHF | 89 108 CHF | 99,60% | 99,60% |
06/08/2024 | 1,91% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 90 870 | 89 354 | 63 578 CHF | 63 690 CHF | 95,19% | 95,19% |
02/08/2024 | 2,96% | 0,93 CHF | 0,96 CHF | 60 000 | 25 000 | 56 515 | 25 000 | 55 703 CHF | 25 416 CHF | 97,11% | 97,11% |
31/07/2024 | 1,03% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 97 862 | 97 862 | 105 269 CHF | 106 342 CHF | 30,12% | 30,12% |