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 | 1,56% | 0,72 CHF | 0,73 CHF | 90 000 | 90 000 | 89 094 | 89 094 | 58 237 CHF | 59 129 CHF | 99,98% | 99,98% |
14/08/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 98 988 | 98 988 | 55 592 CHF | 56 583 CHF | 99,27% | 99,27% |
13/08/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 98 994 | 98 994 | 53 855 CHF | 54 846 CHF | 100,00% | 100,00% |
12/08/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 98 788 | 98 788 | 54 127 CHF | 55 118 CHF | 99,24% | 99,24% |
09/08/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 98 994 | 98 994 | 52 957 CHF | 53 948 CHF | 99,99% | 99,99% |
08/08/2024 | 1,99% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 006 | 99 006 | 50 504 CHF | 51 495 CHF | 99,95% | 99,95% |
07/08/2024 | 2,46% | 0,44 CHF | 0,45 CHF | 100 000 | 100 000 | 107 794 | 107 794 | 44 178 CHF | 45 257 CHF | 99,95% | 99,95% |
06/08/2024 | 2,62% | 0,36 CHF | 0,37 CHF | 110 000 | 110 000 | 108 891 | 108 891 | 41 945 CHF | 43 035 CHF | 99,83% | 99,83% |
02/08/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 110 000 | 110 000 | 99 347 | 99 347 | 51 889 CHF | 52 884 CHF | 98,78% | 98,78% |
30/07/2024 | 1,39% | 0,76 CHF | 0,77 CHF | 90 000 | 90 000 | 89 094 | 89 094 | 65 287 CHF | 66 179 CHF | 100,00% | 100,00% |