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 | 1,46% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 76 336 | 76 336 | 52 062 CHF | 52 826 CHF | 99,48% | 99,48% |
14/08/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 85 178 | 85 178 | 56 696 CHF | 57 547 CHF | 98,64% | 98,64% |
13/08/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 95 651 | 95 651 | 63 054 CHF | 64 011 CHF | 98,80% | 98,80% |
12/08/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 473 | 99 473 | 65 230 CHF | 66 225 CHF | 98,89% | 98,89% |
09/08/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 612 CHF | 64 612 CHF | 98,84% | 98,84% |
08/08/2024 | 1,78% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 868 CHF | 56 868 CHF | 96,76% | 96,76% |
07/08/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 377 CHF | 57 377 CHF | 98,72% | 98,72% |
06/08/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 516 CHF | 58 516 CHF | 98,94% | 98,94% |
02/08/2024 | 1,65% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 902 | 99 902 | 60 056 CHF | 61 055 CHF | 99,23% | 99,23% |
30/07/2024 | 1,35% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 117 CHF | 55 867 CHF | 95,30% | 95,30% |