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 | 0,91% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 74 212 | 73 950 | 83 421 CHF | 83 880 CHF | 99,18% | 99,18% |
14/08/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 73 738 | 73 533 | 81 352 CHF | 81 873 CHF | 98,49% | 98,49% |
13/08/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 234 CHF | 79 984 CHF | 96,66% | 96,66% |
12/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 315 CHF | 82 065 CHF | 100,00% | 100,00% |
09/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 025 CHF | 76 775 CHF | 100,00% | 100,00% |
08/08/2024 | 1,10% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 941 CHF | 78 807 CHF | 97,95% | 97,95% |
07/08/2024 | 1,12% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 776 CHF | 83 709 CHF | 99,90% | 99,90% |
06/08/2024 | 2,33% | 1,08 CHF | 1,10 CHF | 37 500 | 37 500 | 27 255 | 27 255 | 29 102 CHF | 29 712 CHF | 99,25% | 99,25% |
02/08/2024 | 3,38% | 1,15 CHF | 1,19 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 867 CHF | 12 274 CHF | 96,86% | 96,86% |
31/07/2024 | 1,75% | 1,33 CHF | 1,36 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 46 089 CHF | 46 889 CHF | 30,67% | 30,67% |