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 | 0,98% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 74 334 | 74 196 | 76 694 CHF | 77 299 CHF | 98,37% | 98,37% |
14/08/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 73 714 | 73 486 | 76 538 CHF | 77 056 CHF | 98,49% | 98,49% |
13/08/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 796 CHF | 82 546 CHF | 96,74% | 96,74% |
12/08/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 726 CHF | 81 476 CHF | 100,00% | 100,00% |
09/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 677 CHF | 81 427 CHF | 100,00% | 100,00% |
08/08/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 665 CHF | 82 415 CHF | 96,70% | 96,70% |
07/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 434 CHF | 79 184 CHF | 100,00% | 100,00% |
06/08/2024 | 1,06% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 64 710 | 54 419 | 74 569 CHF | 63 404 CHF | 99,56% | 99,56% |
02/08/2024 | 2,24% | 1,10 CHF | 1,12 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 52 588 CHF | 21 512 CHF | 97,31% | 97,31% |
30/07/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 005 CHF | 73 755 CHF | 96,72% | 96,72% |