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 | 0,87% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 74 213 | 73 950 | 86 017 CHF | 86 454 CHF | 99,18% | 99,18% |
14/08/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 73 473 | 73 268 | 84 243 CHF | 84 748 CHF | 98,48% | 98,48% |
13/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 198 CHF | 84 948 CHF | 96,31% | 96,31% |
12/08/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 453 CHF | 87 203 CHF | 100,00% | 100,00% |
09/08/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 945 CHF | 87 695 CHF | 99,75% | 99,75% |
08/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 578 CHF | 84 328 CHF | 97,96% | 97,96% |
07/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 698 CHF | 87 448 CHF | 100,00% | 100,00% |
06/08/2024 | 1,25% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 64 757 | 54 513 | 71 928 CHF | 61 126 CHF | 99,25% | 99,25% |
02/08/2024 | 2,15% | 1,17 CHF | 1,20 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 60 234 CHF | 24 618 CHF | 97,07% | 97,07% |
31/07/2024 | 0,89% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 69 245 | 68 235 | 88 178 CHF | 87 636 CHF | 30,66% | 30,66% |