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 | 0,76% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 99 476 | 99 476 | 132 325 CHF | 133 335 CHF | 99,19% | 99,19% |
14/08/2024 | 0,82% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 125 283 CHF | 126 303 CHF | 98,68% | 98,68% |
13/08/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 690 CHF | 119 690 CHF | 97,08% | 97,08% |
12/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 149 CHF | 122 149 CHF | 100,00% | 100,00% |
09/08/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 885 CHF | 119 885 CHF | 99,39% | 99,39% |
08/08/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 448 CHF | 113 448 CHF | 97,28% | 97,28% |
07/08/2024 | 0,89% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 519 CHF | 113 519 CHF | 98,98% | 98,98% |
06/08/2024 | 1,44% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 89 623 | 89 623 | 84 630 CHF | 85 800 CHF | 98,13% | 98,13% |
02/08/2024 | 2,38% | 1,18 CHF | 1,21 CHF | 50 000 | 25 000 | 47 771 | 25 000 | 58 720 CHF | 31 502 CHF | 98,48% | 98,48% |
31/07/2024 | 0,84% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 97 786 | 97 786 | 129 039 CHF | 130 112 CHF | 29,09% | 29,09% |