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 | 0,56% | 1,84 CHF | 1,85 CHF | 100 000 | 100 000 | 99 476 | 99 476 | 181 498 CHF | 182 512 CHF | 99,20% | 99,20% |
14/08/2024 | 0,59% | 1,81 CHF | 1,82 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 174 403 CHF | 175 424 CHF | 98,67% | 98,67% |
13/08/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 168 129 CHF | 169 129 CHF | 97,08% | 97,08% |
12/08/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 170 617 CHF | 171 617 CHF | 100,00% | 100,00% |
09/08/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 168 314 CHF | 169 314 CHF | 100,00% | 100,00% |
08/08/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 161 899 CHF | 162 899 CHF | 97,30% | 97,30% |
07/08/2024 | 0,62% | 1,71 CHF | 1,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 161 964 CHF | 162 964 CHF | 100,00% | 100,00% |
06/08/2024 | 0,94% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 89 716 | 89 716 | 129 111 CHF | 130 271 CHF | 98,61% | 98,61% |
02/08/2024 | 1,71% | 1,67 CHF | 1,70 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 51 742 CHF | 43 861 CHF | 95,78% | 95,78% |
31/07/2024 | 0,59% | 1,82 CHF | 1,83 CHF | 100 000 | 100 000 | 97 862 | 97 862 | 177 450 CHF | 178 489 CHF | 30,13% | 30,13% |