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 | 0,99% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 74 212 | 73 950 | 76 759 CHF | 77 241 CHF | 99,17% | 99,17% |
14/08/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 73 738 | 73 533 | 77 741 CHF | 78 271 CHF | 98,49% | 98,49% |
13/08/2024 | 1,04% | 1,08 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 655 CHF | 83 516 CHF | 96,65% | 96,65% |
12/08/2024 | 1,20% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 464 CHF | 81 435 CHF | 100,00% | 100,00% |
09/08/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 975 CHF | 86 725 CHF | 100,00% | 100,00% |
08/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 059 CHF | 84 809 CHF | 97,96% | 97,96% |
07/08/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 224 CHF | 79 974 CHF | 100,00% | 100,00% |
06/08/2024 | 2,21% | 1,08 CHF | 1,10 CHF | 37 500 | 37 500 | 27 255 | 27 255 | 29 555 CHF | 30 152 CHF | 99,25% | 99,25% |
02/08/2024 | 4,52% | 0,99 CHF | 1,03 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 9 491 CHF | 9 930 CHF | 97,73% | 97,73% |
31/07/2024 | 2,67% | 0,82 CHF | 0,84 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 28 344 CHF | 29 080 CHF | 30,67% | 30,67% |