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 | 0,88% | 1,15 CHF | 1,16 CHF | 190 000 | 190 000 | 82 209 | 82 209 | 95 735 CHF | 96 559 CHF | 99,90% | 99,90% |
14/08/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 190 000 | 190 000 | 85 254 | 85 254 | 93 935 CHF | 94 789 CHF | 99,66% | 99,66% |
13/08/2024 | 0,99% | 1,11 CHF | 1,12 CHF | 190 000 | 190 000 | 86 243 | 86 243 | 90 691 CHF | 91 555 CHF | 99,99% | 99,99% |
12/08/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 190 000 | 190 000 | 85 281 | 85 281 | 91 008 CHF | 91 864 CHF | 99,14% | 99,14% |
09/08/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 190 000 | 190 000 | 85 244 | 85 244 | 86 340 CHF | 87 195 CHF | 99,83% | 99,83% |
08/08/2024 | 1,32% | 0,90 CHF | 0,91 CHF | 200 000 | 200 000 | 95 205 | 95 205 | 76 027 CHF | 76 981 CHF | 99,72% | 99,72% |
07/08/2024 | 1,30% | 0,89 CHF | 0,90 CHF | 210 000 | 210 000 | 95 744 | 95 744 | 76 896 CHF | 77 855 CHF | 99,96% | 99,96% |
06/08/2024 | 2,29% | 0,76 CHF | 0,77 CHF | 220 000 | 220 000 | 73 754 | 73 754 | 53 546 CHF | 54 466 CHF | 98,60% | 98,60% |
02/08/2024 | - | 0,52 CHF | - CHF | 240 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,30% |
30/07/2024 | - | 0,78 CHF | - CHF | 210 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,86% |