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 | 1,13% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 98 898 | 98 688 | 88 435 CHF | 89 248 CHF | 99,18% | 99,18% |
14/08/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 98 298 | 98 004 | 89 292 CHF | 90 017 CHF | 98,49% | 98,49% |
13/08/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 965 CHF | 96 965 CHF | 96,32% | 96,32% |
12/08/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 215 CHF | 96 215 CHF | 99,38% | 99,38% |
09/08/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 678 CHF | 96 678 CHF | 99,42% | 99,42% |
08/08/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 121 CHF | 100 121 CHF | 97,96% | 97,96% |
07/08/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 958 CHF | 95 958 CHF | 100,00% | 100,00% |
06/08/2024 | 1,37% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 82 522 | 78 635 | 82 021 CHF | 79 257 CHF | 95,15% | 95,15% |
02/08/2024 | 3,15% | 0,88 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 564 CHF | 22 602 CHF | 98,60% | 98,60% |
31/07/2024 | 1,34% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 94 404 | 92 373 | 74 665 CHF | 74 058 CHF | 30,66% | 30,66% |