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 | 1,88% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 524 | 100 524 | 52 998 CHF | 54 003 CHF | 99,49% | 99,49% |
14/08/2024 | 1,55% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 95 424 | 95 424 | 60 836 CHF | 61 790 CHF | 98,84% | 98,84% |
13/08/2024 | 1,21% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 530 CHF | 62 280 CHF | 98,90% | 98,90% |
12/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 772 CHF | 62 522 CHF | 98,42% | 98,42% |
09/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 74 461 | 74 461 | 61 828 CHF | 62 572 CHF | 98,85% | 98,85% |
08/08/2024 | 0,93% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 52 510 | 52 510 | 56 208 CHF | 56 733 CHF | 90,27% | 90,27% |
07/08/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 58 240 | 58 240 | 57 021 CHF | 57 603 CHF | 99,03% | 99,03% |
06/08/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 857 CHF | 59 357 CHF | 89,70% | 89,70% |
02/08/2024 | 0,69% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 031 CHF | 72 531 CHF | 95,23% | 95,23% |
30/07/2024 | 1,19% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 72 523 | 72 523 | 60 740 CHF | 61 465 CHF | 99,47% | 99,47% |