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 | 0,95% | 1,06 CHF | 1,07 CHF | 190 000 | 190 000 | 82 200 | 82 200 | 88 429 CHF | 89 252 CHF | 99,89% | 99,89% |
14/08/2024 | 1,01% | 1,05 CHF | 1,06 CHF | 190 000 | 190 000 | 85 256 | 85 256 | 86 406 CHF | 87 260 CHF | 99,65% | 99,65% |
13/08/2024 | 1,08% | 1,02 CHF | 1,03 CHF | 190 000 | 190 000 | 86 222 | 86 222 | 83 116 CHF | 83 980 CHF | 99,97% | 99,97% |
12/08/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 190 000 | 190 000 | 84 985 | 84 985 | 83 185 CHF | 84 037 CHF | 99,88% | 99,88% |
09/08/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 190 000 | 190 000 | 85 182 | 85 182 | 78 840 CHF | 79 694 CHF | 99,77% | 99,77% |
08/08/2024 | 1,49% | 0,81 CHF | 0,82 CHF | 200 000 | 200 000 | 95 203 | 95 203 | 67 674 CHF | 68 628 CHF | 99,78% | 99,78% |
07/08/2024 | 1,46% | 0,80 CHF | 0,81 CHF | 210 000 | 210 000 | 95 404 | 95 404 | 68 339 CHF | 69 295 CHF | 99,95% | 99,95% |
06/08/2024 | 2,60% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 73 687 | 73 687 | 47 090 CHF | 48 009 CHF | 98,55% | 98,55% |
02/08/2024 | - | 0,43 CHF | - CHF | 240 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,25% |
30/07/2024 | - | 0,69 CHF | - CHF | 210 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,88% |