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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/08/2024 | 0.93% | 1.67 CHF | 1.68 CHF | 71,000 | 71,000 | 32,046 | 32,046 | 53,563 CHF | 53,979 CHF | 99.99% | 99.99% |
12/08/2024 | 0.90% | 1.67 CHF | 1.68 CHF | 71,000 | 71,000 | 31,814 | 31,814 | 54,027 CHF | 54,442 CHF | 99.13% | 99.13% |
09/08/2024 | 0.93% | 1.69 CHF | 1.70 CHF | 71,000 | 71,000 | 32,067 | 32,067 | 53,297 CHF | 53,714 CHF | 99.84% | 99.84% |
08/08/2024 | 1.00% | 1.62 CHF | 1.63 CHF | 72,000 | 72,000 | 33,008 | 33,008 | 52,020 CHF | 52,452 CHF | 99.94% | 99.94% |
07/08/2024 | 0.98% | 1.62 CHF | 1.63 CHF | 72,000 | 72,000 | 32,848 | 32,848 | 52,596 CHF | 53,026 CHF | 99.56% | 99.56% |
06/08/2024 | 1.16% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 34,009 | 34,009 | 49,445 CHF | 49,912 CHF | 99.91% | 99.91% |
02/08/2024 | 0.91% | 1.58 CHF | 1.59 CHF | 73,000 | 73,000 | 31,658 | 31,658 | 53,540 CHF | 53,954 CHF | 99.66% | 99.66% |
30/07/2024 | 0.87% | 1.90 CHF | 1.91 CHF | 67,000 | 67,000 | 30,904 | 30,904 | 56,390 CHF | 56,795 CHF | 99.88% | 99.88% |
29/07/2024 | 0.84% | 1.79 CHF | 1.80 CHF | 68,000 | 68,000 | 30,623 | 30,623 | 55,839 CHF | 56,236 CHF | 100.00% | 100.00% |
25/07/2024 | 0.90% | 1.74 CHF | 1.75 CHF | 69,000 | 69,000 | 31,508 | 31,508 | 54,041 CHF | 54,452 CHF | 99.95% | 99.95% |