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 | 1,10% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 74 528 | 73 950 | 67 219 CHF | 67 433 CHF | 99,18% | 99,18% |
14/08/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 74 084 | 73 268 | 65 859 CHF | 65 884 CHF | 98,48% | 98,48% |
13/08/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 855 CHF | 65 605 CHF | 96,31% | 96,31% |
12/08/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 360 CHF | 68 110 CHF | 100,00% | 100,00% |
09/08/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 445 CHF | 68 195 CHF | 99,75% | 99,75% |
08/08/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 117 CHF | 64 867 CHF | 97,96% | 97,96% |
07/08/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 198 CHF | 67 948 CHF | 100,00% | 100,00% |
06/08/2024 | 1,42% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 69 236 | 55 142 | 59 059 CHF | 47 549 CHF | 97,17% | 97,17% |
02/08/2024 | 2,57% | 0,91 CHF | 0,94 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 835 CHF | 19 439 CHF | 99,12% | 99,12% |
31/07/2024 | 1,04% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 69 950 | 68 235 | 71 036 CHF | 70 007 CHF | 30,66% | 30,66% |