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 | 1,22% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 770 | 74 196 | 61 571 CHF | 61 842 CHF | 98,37% | 98,37% |
14/08/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 74 743 | 73 486 | 61 240 CHF | 60 958 CHF | 98,49% | 98,49% |
13/08/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 519 CHF | 58 269 CHF | 97,09% | 97,09% |
12/08/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 721 CHF | 59 471 CHF | 100,00% | 100,00% |
09/08/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 823 CHF | 59 573 CHF | 100,00% | 100,00% |
08/08/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 918 CHF | 58 668 CHF | 96,70% | 96,70% |
07/08/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 066 CHF | 61 816 CHF | 100,00% | 100,00% |
06/08/2024 | 1,69% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 77 429 | 54 420 | 54 794 CHF | 39 037 CHF | 99,56% | 99,56% |
02/08/2024 | 2,93% | 0,75 CHF | 0,78 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 56 153 CHF | 16 520 CHF | 98,00% | 98,00% |
30/07/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 025 CHF | 67 775 CHF | 96,72% | 96,72% |