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 | 1,09% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 74 600 | 74 196 | 68 489 CHF | 68 866 CHF | 98,37% | 98,37% |
14/08/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 74 228 | 73 486 | 68 414 CHF | 68 465 CHF | 98,49% | 98,49% |
13/08/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 117 CHF | 73 867 CHF | 97,10% | 97,10% |
12/08/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 024 CHF | 72 774 CHF | 100,00% | 100,00% |
09/08/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 883 CHF | 72 633 CHF | 100,00% | 100,00% |
08/08/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 913 CHF | 73 663 CHF | 96,69% | 96,69% |
07/08/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 754 CHF | 70 504 CHF | 100,00% | 100,00% |
06/08/2024 | 1,17% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 65 417 | 54 692 | 67 826 CHF | 57 422 CHF | 98,65% | 98,65% |
02/08/2024 | 2,62% | 0,98 CHF | 1,01 CHF | 60 000 | 20 000 | 59 953 | 20 000 | 56 068 CHF | 19 201 CHF | 96,55% | 96,55% |
30/07/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 225 CHF | 64 975 CHF | 96,72% | 96,72% |