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 | 1,08% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 74 527 | 73 950 | 70 268 CHF | 70 473 CHF | 99,18% | 99,18% |
14/08/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 74 243 | 73 533 | 68 438 CHF | 68 539 CHF | 98,49% | 98,49% |
13/08/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 668 CHF | 66 418 CHF | 84,19% | 84,19% |
12/08/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 642 CHF | 68 392 CHF | 99,73% | 99,73% |
09/08/2024 | 1,32% | 0,83 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 448 CHF | 63 275 CHF | 100,00% | 100,00% |
08/08/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 441 CHF | 65 191 CHF | 97,95% | 97,95% |
07/08/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 276 CHF | 70 026 CHF | 100,00% | 100,00% |
06/08/2024 | 2,68% | 0,89 CHF | 0,91 CHF | 37 500 | 37 500 | 27 255 | 27 255 | 24 085 CHF | 24 682 CHF | 99,25% | 99,25% |
02/08/2024 | 4,50% | 0,96 CHF | 1,01 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 008 CHF | 10 468 CHF | 98,88% | 98,88% |
31/07/2024 | 1,82% | 1,15 CHF | 1,17 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 39 868 CHF | 40 585 CHF | 30,67% | 30,67% |