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 | 1,04% | 0,94 CHF | 0,95 CHF | 92 000 | 92 000 | 93 238 | 93 238 | 89 318 CHF | 90 250 CHF | 100,00% | 100,00% |
14/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 94 000 | 94 000 | 94 435 | 94 435 | 93 038 CHF | 93 982 CHF | 99,69% | 99,69% |
13/08/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 96 000 | 96 000 | 95 794 | 95 794 | 97 816 CHF | 98 774 CHF | 99,74% | 99,74% |
12/08/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 96 000 | 96 000 | 95 316 | 95 316 | 93 973 CHF | 94 926 CHF | 99,19% | 99,19% |
09/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 96 000 | 96 000 | 95 207 | 95 207 | 92 609 CHF | 93 561 CHF | 99,99% | 99,99% |
08/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 96 000 | 96 000 | 95 608 | 95 608 | 92 396 CHF | 93 352 CHF | 100,00% | 100,00% |
07/08/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 94 000 | 94 000 | 93 980 | 93 980 | 86 395 CHF | 87 335 CHF | 99,99% | 99,99% |
06/08/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 96 000 | 96 000 | 95 898 | 95 898 | 91 310 CHF | 92 269 CHF | 99,36% | 99,36% |
02/08/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 94 000 | 94 000 | 93 065 | 93 065 | 82 114 CHF | 83 044 CHF | 99,94% | 99,94% |
30/07/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 90 000 | 90 000 | 89 631 | 89 631 | 75 682 CHF | 76 579 CHF | 100,00% | 100,00% |