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 | 0,92% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 81 886 CHF | 82 636 CHF | 99,06% | 99,06% |
14/08/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 73 653 | 73 653 | 75 884 CHF | 76 631 CHF | 98,75% | 98,75% |
13/08/2024 | 1,08% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 315 CHF | 70 065 CHF | 97,08% | 97,08% |
12/08/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 158 CHF | 70 908 CHF | 100,00% | 100,00% |
09/08/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 852 CHF | 67 602 CHF | 99,22% | 99,22% |
08/08/2024 | 1,45% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 70 136 | 70 092 | 52 932 CHF | 53 641 CHF | 95,91% | 95,91% |
07/08/2024 | 1,28% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 405 | 75 000 | 58 515 CHF | 58 979 CHF | 99,70% | 99,70% |
06/08/2024 | 1,96% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 82 033 | 64 582 | 52 963 CHF | 42 470 CHF | 97,54% | 97,54% |
02/08/2024 | 2,95% | 0,77 CHF | 0,80 CHF | 70 000 | 20 000 | 62 888 | 20 000 | 55 084 CHF | 18 139 CHF | 97,84% | 97,84% |
31/07/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 70 760 | 70 760 | 85 857 CHF | 86 591 CHF | 30,48% | 30,48% |