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 | 0,70% | 1,47 CHF | 1,48 CHF | 100 000 | 100 000 | 99 476 | 99 476 | 144 761 CHF | 145 774 CHF | 99,20% | 99,20% |
14/08/2024 | 0,74% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 137 785 CHF | 138 807 CHF | 98,68% | 98,68% |
13/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 131 156 CHF | 132 156 CHF | 96,46% | 96,46% |
12/08/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 133 721 CHF | 134 721 CHF | 100,00% | 100,00% |
09/08/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 131 402 CHF | 132 402 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 993 CHF | 125 993 CHF | 97,77% | 97,77% |
07/08/2024 | 0,80% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 125 016 CHF | 126 016 CHF | 99,12% | 99,12% |
06/08/2024 | 1,26% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 89 576 | 89 576 | 95 833 CHF | 96 998 CHF | 97,73% | 97,73% |
02/08/2024 | 2,17% | 1,30 CHF | 1,33 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 54 225 CHF | 34 633 CHF | 98,53% | 98,53% |
31/07/2024 | 0,76% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 97 862 | 97 862 | 141 336 CHF | 142 400 CHF | 30,13% | 30,13% |