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 | 0,88% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 99 475 | 99 475 | 114 288 CHF | 115 297 CHF | 99,09% | 99,09% |
14/08/2024 | 0,95% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 107 324 CHF | 108 347 CHF | 98,68% | 98,68% |
13/08/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 522 CHF | 101 522 CHF | 97,03% | 97,03% |
12/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 033 CHF | 104 033 CHF | 100,00% | 100,00% |
09/08/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 807 CHF | 101 807 CHF | 98,71% | 98,71% |
08/08/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 323 CHF | 95 323 CHF | 96,74% | 96,74% |
07/08/2024 | 1,06% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 458 CHF | 95 458 CHF | 99,50% | 99,50% |
06/08/2024 | 1,78% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 89 736 | 89 637 | 68 479 CHF | 69 580 CHF | 97,52% | 97,52% |
02/08/2024 | 2,79% | 1,00 CHF | 1,03 CHF | 50 000 | 25 000 | 50 025 | 25 000 | 52 486 CHF | 26 972 CHF | 97,00% | 97,00% |
31/07/2024 | 0,97% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 97 862 | 97 862 | 111 435 CHF | 112 509 CHF | 30,12% | 30,12% |