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 | 1,20% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 867 | 74 196 | 62 400 CHF | 62 592 CHF | 98,36% | 98,36% |
14/08/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 74 546 | 73 486 | 62 494 CHF | 62 360 CHF | 98,49% | 98,49% |
13/08/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 796 CHF | 67 546 CHF | 96,74% | 96,74% |
12/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 780 CHF | 66 530 CHF | 100,00% | 100,00% |
09/08/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 677 CHF | 66 427 CHF | 100,00% | 100,00% |
08/08/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 675 CHF | 67 425 CHF | 96,69% | 96,69% |
07/08/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 528 CHF | 64 278 CHF | 100,00% | 100,00% |
06/08/2024 | 1,25% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 68 878 | 54 592 | 65 586 CHF | 52 690 CHF | 98,98% | 98,98% |
02/08/2024 | 2,89% | 0,90 CHF | 0,92 CHF | 60 000 | 20 000 | 61 552 | 20 000 | 52 392 CHF | 17 536 CHF | 98,33% | 98,33% |
30/07/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 005 CHF | 58 755 CHF | 96,72% | 96,72% |