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 | 1,15% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 74 528 | 73 950 | 64 238 CHF | 64 476 CHF | 99,19% | 99,19% |
14/08/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 74 084 | 73 268 | 62 896 CHF | 62 959 CHF | 98,49% | 98,49% |
13/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 855 CHF | 62 605 CHF | 96,31% | 96,31% |
12/08/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 360 CHF | 65 110 CHF | 100,00% | 100,00% |
09/08/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 553 CHF | 65 303 CHF | 99,75% | 99,75% |
08/08/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 117 CHF | 61 867 CHF | 97,96% | 97,96% |
07/08/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 381 CHF | 65 131 CHF | 100,00% | 100,00% |
06/08/2024 | 1,51% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 71 716 | 54 495 | 58 340 CHF | 44 821 CHF | 99,14% | 99,14% |
02/08/2024 | 2,69% | 0,87 CHF | 0,90 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 54 451 CHF | 18 645 CHF | 98,14% | 98,14% |
31/07/2024 | 1,08% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 71 951 | 68 236 | 70 191 CHF | 67 278 CHF | 30,66% | 30,66% |