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 | 1,14% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 425 CHF | 66 175 CHF | 99,35% | 99,35% |
14/08/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 583 CHF | 68 333 CHF | 98,75% | 98,75% |
13/08/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 180 CHF | 70 930 CHF | 98,84% | 98,84% |
12/08/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 348 CHF | 72 098 CHF | 98,84% | 98,84% |
09/08/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 64 880 | 64 880 | 63 950 CHF | 64 599 CHF | 98,88% | 98,88% |
08/08/2024 | 0,92% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 301 CHF | 54 801 CHF | 96,29% | 96,29% |
07/08/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 017 CHF | 54 517 CHF | 98,56% | 98,56% |
06/08/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 429 CHF | 55 929 CHF | 99,00% | 99,00% |
02/08/2024 | 0,97% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 624 | 50 624 | 51 909 CHF | 52 415 CHF | 99,19% | 99,19% |
30/07/2024 | 1,13% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 042 CHF | 66 792 CHF | 99,47% | 99,47% |