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 | 0,97% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 74 333 | 74 196 | 76 927 CHF | 77 531 CHF | 98,36% | 98,36% |
14/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 73 714 | 73 486 | 76 693 CHF | 77 195 CHF | 98,49% | 98,49% |
13/08/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 946 CHF | 82 696 CHF | 97,10% | 97,10% |
12/08/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 866 CHF | 81 616 CHF | 100,00% | 100,00% |
09/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 733 CHF | 81 483 CHF | 100,00% | 100,00% |
08/08/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 837 CHF | 82 587 CHF | 96,69% | 96,69% |
07/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 594 CHF | 79 344 CHF | 100,00% | 100,00% |
06/08/2024 | 1,10% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 64 496 | 53 993 | 74 533 CHF | 63 106 CHF | 97,53% | 97,53% |
02/08/2024 | 2,23% | 1,10 CHF | 1,13 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 52 692 CHF | 21 553 CHF | 96,49% | 96,49% |
30/07/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 109 CHF | 73 859 CHF | 96,72% | 96,72% |