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 | 0,54% | 1,90 CHF | 1,91 CHF | 100 000 | 100 000 | 99 476 | 99 476 | 187 548 CHF | 188 560 CHF | 99,20% | 99,20% |
14/08/2024 | 0,57% | 1,87 CHF | 1,88 CHF | 100 000 | 100 000 | 99 218 | 99 218 | 179 949 CHF | 180 967 CHF | 98,68% | 98,68% |
13/08/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 173 795 CHF | 174 795 CHF | 97,07% | 97,07% |
12/08/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 176 191 CHF | 177 191 CHF | 99,93% | 99,93% |
09/08/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 174 001 CHF | 175 001 CHF | 100,00% | 100,00% |
08/08/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 167 511 CHF | 168 511 CHF | 97,06% | 97,06% |
07/08/2024 | 0,60% | 1,77 CHF | 1,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 167 643 CHF | 168 643 CHF | 100,00% | 100,00% |
06/08/2024 | 0,91% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 89 635 | 89 635 | 134 030 CHF | 135 199 CHF | 98,12% | 98,12% |
02/08/2024 | 1,65% | 1,73 CHF | 1,76 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 53 403 CHF | 45 244 CHF | 97,02% | 97,02% |
31/07/2024 | 0,59% | 1,87 CHF | 1,88 CHF | 100 000 | 100 000 | 97 815 | 97 815 | 182 862 CHF | 183 936 CHF | 29,47% | 29,47% |