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 | 0,62% | 1,66 CHF | 1,67 CHF | 100 000 | 100 000 | 99 476 | 99 476 | 163 710 CHF | 164 722 CHF | 99,19% | 99,19% |
14/08/2024 | 0,65% | 1,63 CHF | 1,64 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 156 171 CHF | 157 189 CHF | 98,68% | 98,68% |
13/08/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 149 850 CHF | 150 850 CHF | 97,07% | 97,07% |
12/08/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 152 208 CHF | 153 208 CHF | 100,00% | 100,00% |
09/08/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 150 029 CHF | 151 029 CHF | 100,00% | 100,00% |
08/08/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 143 548 CHF | 144 548 CHF | 97,13% | 97,13% |
07/08/2024 | 0,70% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 143 304 CHF | 144 304 CHF | 94,30% | 94,30% |
06/08/2024 | 1,09% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 89 354 | 89 354 | 112 131 CHF | 113 305 CHF | 93,99% | 93,99% |
02/08/2024 | 1,91% | 1,49 CHF | 1,52 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 643 CHF | 39 269 CHF | 97,55% | 97,55% |
31/07/2024 | 0,67% | 1,63 CHF | 1,64 CHF | 100 000 | 100 000 | 97 862 | 97 862 | 159 534 CHF | 160 597 CHF | 30,12% | 30,12% |