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% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 99 476 | 99 476 | 115 228 CHF | 116 236 CHF | 99,20% | 99,20% |
14/08/2024 | 0,95% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 107 810 CHF | 108 827 CHF | 98,68% | 98,68% |
13/08/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 057 CHF | 102 057 CHF | 97,08% | 97,08% |
12/08/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 540 CHF | 104 540 CHF | 100,00% | 100,00% |
09/08/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 286 CHF | 102 286 CHF | 100,00% | 100,00% |
08/08/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 839 CHF | 95 839 CHF | 97,81% | 97,81% |
07/08/2024 | 1,05% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 964 CHF | 95 964 CHF | 100,00% | 100,00% |
06/08/2024 | 1,75% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 89 708 | 89 696 | 68 998 CHF | 70 150 CHF | 98,77% | 98,77% |
02/08/2024 | 2,77% | 1,00 CHF | 1,03 CHF | 50 000 | 25 000 | 50 001 | 25 000 | 52 739 CHF | 27 110 CHF | 96,74% | 96,74% |
31/07/2024 | 0,93% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 97 862 | 97 862 | 111 882 CHF | 112 915 CHF | 30,13% | 30,13% |