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 | 0,80% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 221 CHF | 93 971 CHF | 99,33% | 99,33% |
14/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 958 CHF | 86 708 CHF | 99,45% | 99,45% |
13/08/2024 | 0,91% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 440 CHF | 83 190 CHF | 95,39% | 95,39% |
12/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 135 CHF | 85 885 CHF | 95,44% | 95,44% |
09/08/2024 | 0,91% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 925 CHF | 82 675 CHF | 98,66% | 98,66% |
08/08/2024 | 1,15% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 964 CHF | 65 714 CHF | 93,27% | 93,27% |
07/08/2024 | 1,14% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 811 CHF | 66 561 CHF | 99,15% | 99,15% |
06/08/2024 | 1,00% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 539 CHF | 75 289 CHF | 95,80% | 95,80% |
02/08/2024 | 0,91% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 206 CHF | 82 956 CHF | 95,58% | 95,58% |
30/07/2024 | 0,85% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 702 CHF | 88 452 CHF | 95,83% | 95,83% |