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 | 1,07% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 74 475 | 74 475 | 69 866 CHF | 70 615 CHF | 99,18% | 99,18% |
14/08/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 74 002 | 74 002 | 68 431 CHF | 69 178 CHF | 98,49% | 98,49% |
13/08/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 729 CHF | 67 479 CHF | 96,31% | 96,31% |
12/08/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 325 CHF | 68 075 CHF | 100,00% | 100,00% |
09/08/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 421 CHF | 67 171 CHF | 99,38% | 99,38% |
08/08/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 173 CHF | 63 923 CHF | 97,33% | 97,33% |
07/08/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 548 CHF | 63 298 CHF | 100,00% | 100,00% |
06/08/2024 | 1,44% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 64 740 | 64 740 | 52 268 CHF | 53 000 CHF | 99,08% | 99,08% |
02/08/2024 | 2,63% | 0,92 CHF | 0,94 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 18 947 CHF | 19 451 CHF | 98,94% | 98,94% |
31/07/2024 | 1,65% | 1,02 CHF | 1,04 CHF | 37 500 | 37 500 | 35 804 | 35 804 | 36 844 CHF | 37 442 CHF | 30,67% | 30,67% |