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 | 0,81% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 74 325 | 74 196 | 92 300 CHF | 92 888 CHF | 98,37% | 98,37% |
14/08/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 73 714 | 73 486 | 91 287 CHF | 91 747 CHF | 98,49% | 98,49% |
13/08/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 019 CHF | 89 769 CHF | 97,10% | 97,10% |
12/08/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 134 CHF | 90 884 CHF | 100,00% | 100,00% |
09/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 323 CHF | 91 073 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 335 CHF | 90 085 CHF | 96,69% | 96,69% |
07/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 407 CHF | 93 157 CHF | 100,00% | 100,00% |
06/08/2024 | 1,06% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 64 468 | 53 935 | 72 523 CHF | 61 191 CHF | 97,27% | 97,27% |
02/08/2024 | 1,87% | 1,17 CHF | 1,20 CHF | 50 000 | 20 000 | 49 359 | 20 000 | 60 262 CHF | 24 885 CHF | 98,22% | 98,22% |
30/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 441 CHF | 99 191 CHF | 96,72% | 96,72% |