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 | 1,50% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 83 885 | 83 885 | 55 375 CHF | 56 214 CHF | 100,00% | 100,00% |
14/08/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 031 CHF | 51 781 CHF | 99,49% | 99,49% |
13/08/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 060 CHF | 52 810 CHF | 99,46% | 99,46% |
12/08/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 739 CHF | 53 489 CHF | 98,97% | 98,97% |
09/08/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 78 406 | 78 406 | 53 322 CHF | 54 106 CHF | 99,39% | 99,39% |
08/08/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 238 | 75 238 | 53 303 CHF | 54 056 CHF | 97,49% | 97,49% |
07/08/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 79 624 | 79 624 | 54 211 CHF | 55 007 CHF | 99,26% | 99,26% |
06/08/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 263 CHF | 57 013 CHF | 99,38% | 99,38% |
02/08/2024 | 1,39% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 022 | 75 022 | 53 642 CHF | 54 392 CHF | 96,17% | 96,17% |
30/07/2024 | 1,28% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 382 CHF | 59 132 CHF | 100,00% | 100,00% |