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 | 0,79% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 99 476 | 99 476 | 127 479 CHF | 128 490 CHF | 99,20% | 99,20% |
14/08/2024 | 0,85% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 120 042 CHF | 121 060 CHF | 98,68% | 98,68% |
13/08/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 316 CHF | 114 316 CHF | 97,08% | 97,08% |
12/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 865 CHF | 116 865 CHF | 100,00% | 100,00% |
09/08/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 610 CHF | 114 610 CHF | 100,00% | 100,00% |
08/08/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 107 189 CHF | 108 189 CHF | 97,59% | 97,59% |
07/08/2024 | 0,93% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 107 266 CHF | 108 266 CHF | 100,00% | 100,00% |
06/08/2024 | 1,51% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 89 760 | 89 760 | 80 093 CHF | 81 255 CHF | 98,21% | 98,21% |
02/08/2024 | 2,49% | 1,12 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 58 861 CHF | 30 171 CHF | 98,07% | 98,07% |
31/07/2024 | 0,88% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 97 862 | 97 862 | 123 865 CHF | 124 947 CHF | 30,12% | 30,12% |