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 | 1,05% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 74 500 | 74 224 | 71 570 CHF | 72 049 CHF | 99,06% | 99,06% |
14/08/2024 | 1,15% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 74 192 | 73 654 | 65 803 CHF | 66 068 CHF | 98,83% | 98,83% |
13/08/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 500 CHF | 59 250 CHF | 97,08% | 97,08% |
12/08/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 365 CHF | 60 115 CHF | 100,00% | 100,00% |
09/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 130 | 75 000 | 56 323 CHF | 56 980 CHF | 100,00% | 100,00% |
08/08/2024 | 1,81% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 81 109 | 70 181 | 49 541 CHF | 43 734 CHF | 97,64% | 97,64% |
07/08/2024 | 1,58% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 84 519 | 75 000 | 53 241 CHF | 48 146 CHF | 99,74% | 99,74% |
06/08/2024 | 2,44% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 103 135 | 64 628 | 51 849 CHF | 33 268 CHF | 97,20% | 97,20% |
02/08/2024 | 3,55% | 0,63 CHF | 0,65 CHF | 80 000 | 20 000 | 74 743 | 20 000 | 54 514 CHF | 15 249 CHF | 98,47% | 98,47% |
31/07/2024 | 1,02% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 70 782 | 70 782 | 75 717 CHF | 76 472 CHF | 30,64% | 30,64% |