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 | 0,79% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 74 108 | 73 950 | 96 643 CHF | 97 191 CHF | 99,18% | 99,18% |
14/08/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 73 656 | 73 533 | 94 525 CHF | 95 109 CHF | 98,49% | 98,49% |
13/08/2024 | 0,92% | 1,25 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 734 CHF | 93 595 CHF | 96,66% | 96,66% |
12/08/2024 | 1,02% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 815 CHF | 95 786 CHF | 100,00% | 100,00% |
09/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 660 CHF | 90 410 CHF | 99,65% | 99,65% |
08/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 557 CHF | 92 307 CHF | 97,95% | 97,95% |
07/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 459 CHF | 97 209 CHF | 99,90% | 99,90% |
06/08/2024 | 1,91% | 1,26 CHF | 1,28 CHF | 37 500 | 37 500 | 27 255 | 27 255 | 34 021 CHF | 34 618 CHF | 99,25% | 99,25% |
02/08/2024 | 3,12% | 1,33 CHF | 1,37 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 13 663 CHF | 14 096 CHF | 98,41% | 98,41% |
31/07/2024 | 1,44% | 1,52 CHF | 1,54 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 52 376 CHF | 53 112 CHF | 30,67% | 30,67% |