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 | 0,87% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 768 CHF | 115 768 CHF | 100,00% | 100,00% |
14/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 698 CHF | 114 698 CHF | 100,00% | 100,00% |
13/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 538 CHF | 112 538 CHF | 100,00% | 100,00% |
12/08/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 757 CHF | 114 757 CHF | 100,00% | 100,00% |
09/08/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 361 CHF | 119 361 CHF | 100,00% | 100,00% |
08/08/2024 | 0,87% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 666 CHF | 115 666 CHF | 100,00% | 100,00% |
07/08/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 122 324 CHF | 123 324 CHF | 99,74% | 99,74% |
06/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 372 CHF | 113 372 CHF | 100,00% | 100,00% |
02/08/2024 | 0,77% | 1,22 CHF | 1,23 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 103 300 CHF | 104 100 CHF | 100,00% | 100,00% |
31/07/2024 | 6,50% | 1,48 CHF | 1,58 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 128 024 CHF | 136 617 CHF | 43,95% | 43,95% |