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 | 0,84% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 88 995 CHF | 89 743 CHF | 99,06% | 99,06% |
14/08/2024 | 0,91% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 82 852 CHF | 83 601 CHF | 98,83% | 98,83% |
13/08/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 370 CHF | 77 120 CHF | 96,19% | 96,19% |
12/08/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 276 CHF | 78 026 CHF | 99,94% | 99,94% |
09/08/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 142 CHF | 74 892 CHF | 99,74% | 99,74% |
08/08/2024 | 1,27% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 70 094 | 70 094 | 59 593 CHF | 60 328 CHF | 95,91% | 95,91% |
07/08/2024 | 1,14% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 340 CHF | 66 090 CHF | 100,00% | 100,00% |
06/08/2024 | 1,71% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 73 714 | 64 534 | 54 659 CHF | 48 619 CHF | 97,27% | 97,27% |
02/08/2024 | 2,65% | 0,87 CHF | 0,89 CHF | 60 000 | 20 000 | 54 813 | 20 000 | 53 083 CHF | 20 021 CHF | 98,16% | 98,16% |
31/07/2024 | 0,83% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 70 782 | 70 782 | 92 592 CHF | 93 347 CHF | 30,64% | 30,64% |