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 | 0,73% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 99 460 | 99 460 | 139 118 CHF | 140 128 CHF | 96,39% | 96,39% |
14/08/2024 | 0,78% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 131 662 CHF | 132 680 CHF | 98,68% | 98,68% |
13/08/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 125 085 CHF | 126 085 CHF | 97,08% | 97,08% |
12/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 127 593 CHF | 128 593 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 125 313 CHF | 126 313 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 876 CHF | 119 876 CHF | 97,73% | 97,73% |
07/08/2024 | 0,84% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 996 CHF | 119 996 CHF | 99,99% | 99,99% |
06/08/2024 | 1,34% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 89 718 | 89 718 | 90 563 CHF | 91 726 CHF | 98,98% | 98,98% |
02/08/2024 | 2,26% | 1,24 CHF | 1,27 CHF | 50 000 | 25 000 | 40 192 | 25 000 | 52 018 CHF | 33 103 CHF | 95,98% | 95,98% |
31/07/2024 | 0,77% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 97 862 | 97 862 | 135 368 CHF | 136 398 CHF | 30,13% | 30,13% |