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% | 1,11 CHF | 1,12 CHF | 70 000 | 70 000 | 69 997 | 69 997 | 75 590 CHF | 76 290 CHF | 99,99% | 99,99% |
14/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 71 227 CHF | 71 927 CHF | 99,26% | 99,26% |
13/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 79 202 CHF | 80 002 CHF | 100,00% | 100,00% |
12/08/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 69 869 | 69 869 | 69 268 CHF | 69 968 CHF | 99,25% | 99,25% |
09/08/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 81 815 CHF | 82 615 CHF | 99,99% | 99,99% |
08/08/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 75 313 CHF | 76 113 CHF | 99,90% | 99,90% |
07/08/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 80 000 | 80 000 | 80 692 | 80 692 | 74 572 CHF | 75 379 CHF | 99,98% | 99,98% |
06/08/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 68 346 CHF | 69 146 CHF | 99,81% | 99,81% |
02/08/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 80 420 CHF | 81 220 CHF | 99,59% | 99,59% |
30/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 84 182 CHF | 84 982 CHF | 99,99% | 99,99% |