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 | 1,16% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 98 898 | 98 688 | 86 600 CHF | 87 413 CHF | 99,19% | 99,19% |
14/08/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 98 298 | 98 004 | 84 684 CHF | 85 420 CHF | 98,48% | 98,48% |
13/08/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 035 CHF | 82 035 CHF | 96,31% | 96,31% |
12/08/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 786 CHF | 82 786 CHF | 99,38% | 99,38% |
09/08/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 834 CHF | 82 834 CHF | 99,30% | 99,30% |
08/08/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 78 270 CHF | 79 270 CHF | 97,95% | 97,95% |
07/08/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 450 CHF | 83 450 CHF | 100,00% | 100,00% |
06/08/2024 | 1,69% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 86 975 | 79 382 | 67 738 CHF | 62 603 CHF | 96,49% | 96,49% |
02/08/2024 | 3,15% | 0,89 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 255 CHF | 22 899 CHF | 98,36% | 98,36% |
31/07/2024 | 1,13% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 92 373 | 92 373 | 91 570 CHF | 92 571 CHF | 30,66% | 30,66% |