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 | 1,21% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 74 867 | 74 196 | 61 993 CHF | 62 189 CHF | 98,37% | 98,37% |
14/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 74 743 | 73 486 | 62 160 CHF | 61 852 CHF | 98,49% | 98,49% |
13/08/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 367 CHF | 67 117 CHF | 97,09% | 97,09% |
12/08/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 274 CHF | 66 024 CHF | 100,00% | 100,00% |
09/08/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 133 CHF | 65 883 CHF | 100,00% | 100,00% |
08/08/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 174 CHF | 66 924 CHF | 96,02% | 96,02% |
07/08/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 004 CHF | 63 754 CHF | 100,00% | 100,00% |
06/08/2024 | 1,28% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 68 826 | 54 420 | 65 151 CHF | 52 234 CHF | 99,56% | 99,56% |
02/08/2024 | 2,90% | 0,89 CHF | 0,92 CHF | 60 000 | 20 000 | 64 266 | 20 000 | 54 248 CHF | 17 401 CHF | 96,55% | 96,55% |
30/07/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 475 CHF | 58 225 CHF | 96,72% | 96,72% |