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% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 98 687 | 98 687 | 103 054 CHF | 104 053 CHF | 99,18% | 99,18% |
14/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 98 004 | 98 004 | 103 728 CHF | 104 723 CHF | 98,48% | 98,48% |
13/08/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 965 CHF | 111 965 CHF | 96,32% | 96,32% |
12/08/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 214 CHF | 111 214 CHF | 99,38% | 99,38% |
09/08/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 678 CHF | 111 678 CHF | 99,42% | 99,42% |
08/08/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 121 CHF | 115 121 CHF | 97,96% | 97,96% |
07/08/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 958 CHF | 110 958 CHF | 100,00% | 100,00% |
06/08/2024 | 1,18% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 78 655 | 78 655 | 90 155 CHF | 91 115 CHF | 95,09% | 95,09% |
02/08/2024 | 2,69% | 1,03 CHF | 1,06 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 306 CHF | 26 353 CHF | 97,48% | 97,48% |
31/07/2024 | 1,14% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 93 389 | 92 373 | 87 891 CHF | 87 918 CHF | 30,66% | 30,66% |