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 | 1,33% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 74 867 | 74 196 | 56 124 CHF | 56 359 CHF | 98,37% | 98,37% |
14/08/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 74 738 | 73 459 | 55 739 CHF | 55 517 CHF | 96,77% | 96,77% |
13/08/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 364 CHF | 52 654 CHF | 96,74% | 96,74% |
12/08/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 78 868 | 75 000 | 55 777 CHF | 53 805 CHF | 100,00% | 100,00% |
09/08/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 78 226 | 75 000 | 55 660 CHF | 54 146 CHF | 100,00% | 100,00% |
08/08/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 79 098 | 75 000 | 55 255 CHF | 53 163 CHF | 96,69% | 96,69% |
07/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 837 | 75 000 | 56 159 CHF | 56 321 CHF | 99,90% | 99,90% |
06/08/2024 | 1,88% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 83 673 | 54 066 | 53 028 CHF | 34 767 CHF | 97,88% | 97,88% |
02/08/2024 | 3,21% | 0,68 CHF | 0,70 CHF | 80 000 | 20 000 | 72 003 | 20 000 | 52 365 CHF | 15 038 CHF | 98,39% | 98,39% |
30/07/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 432 CHF | 62 182 CHF | 96,72% | 96,72% |