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% | 1,68 CHF | 1,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 174 017 CHF | 176 017 CHF | 98,65% | 98,65% |
14/08/2024 | 1,11% | 1,81 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 878 CHF | 90 878 CHF | 85,10% | 85,10% |
13/08/2024 | 1,07% | 1,82 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 990 CHF | 93 990 CHF | 92,61% | 92,61% |
12/08/2024 | 1,05% | 1,89 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 573 CHF | 95 573 CHF | 99,55% | 99,55% |
09/08/2024 | 1,04% | 1,88 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 445 CHF | 96 445 CHF | 99,03% | 99,03% |
08/08/2024 | 0,97% | 1,98 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 230 CHF | 103 230 CHF | 92,59% | 92,59% |
07/08/2024 | 1,00% | 1,96 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 419 CHF | 100 419 CHF | 99,07% | 99,07% |
06/08/2024 | 0,96% | 2,01 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 526 CHF | 104 526 CHF | 97,10% | 97,10% |
02/08/2024 | 1,00% | 2,04 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 309 CHF | 100 309 CHF | 96,31% | 96,31% |
30/07/2024 | 1,09% | 1,86 CHF | 1,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 182 365 CHF | 184 365 CHF | 98,73% | 98,73% |