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 | 0,85% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 74 212 | 73 950 | 88 874 CHF | 89 307 CHF | 99,17% | 99,17% |
14/08/2024 | 0,90% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 73 738 | 73 533 | 86 814 CHF | 87 341 CHF | 98,48% | 98,48% |
13/08/2024 | 1,39% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 749 CHF | 85 936 CHF | 96,66% | 96,66% |
12/08/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 935 CHF | 87 685 CHF | 100,00% | 100,00% |
09/08/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 948 CHF | 82 698 CHF | 100,00% | 100,00% |
08/08/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 548 CHF | 84 298 CHF | 97,96% | 97,96% |
07/08/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 556 CHF | 89 306 CHF | 99,36% | 99,36% |
06/08/2024 | 2,08% | 1,15 CHF | 1,17 CHF | 37 500 | 37 500 | 27 256 | 27 256 | 31 154 CHF | 31 750 CHF | 99,25% | 99,25% |
02/08/2024 | 3,64% | 1,22 CHF | 1,27 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 12 596 CHF | 13 063 CHF | 98,41% | 98,41% |
31/07/2024 | 1,50% | 1,41 CHF | 1,43 CHF | 37 500 | 37 500 | 34 296 | 34 296 | 48 407 CHF | 49 121 CHF | 28,40% | 28,40% |