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 | 1,80% | 0,51 CHF | 0,52 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 65 857 CHF | 67 052 CHF | 100,00% | 100,00% |
14/08/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 120 000 | 120 000 | 121 149 | 121 149 | 75 042 CHF | 76 253 CHF | 99,27% | 99,27% |
13/08/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 79 980 CHF | 81 225 CHF | 100,00% | 100,00% |
12/08/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 125 000 | 125 000 | 124 418 | 124 418 | 80 301 CHF | 81 545 CHF | 99,25% | 99,25% |
09/08/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 83 388 CHF | 84 633 CHF | 99,99% | 99,99% |
08/08/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 125 000 | 125 000 | 124 489 | 124 489 | 86 679 CHF | 87 924 CHF | 99,88% | 99,88% |
07/08/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 125 000 | 125 000 | 128 916 | 128 916 | 101 712 CHF | 103 001 CHF | 99,98% | 99,98% |
06/08/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 130 000 | 130 000 | 129 883 | 129 883 | 109 455 CHF | 110 754 CHF | 99,84% | 99,84% |
02/08/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 130 000 | 130 000 | 124 662 | 124 662 | 89 519 CHF | 90 765 CHF | 99,92% | 99,92% |
30/07/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 66 900 CHF | 68 095 CHF | 99,99% | 99,99% |