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 | 1,11% | 2,14 CHF | 2,15 CHF | 56 000 | 56 000 | 25 167 | 25 167 | 53 635 CHF | 54 099 CHF | 99,43% | 99,43% |
14/08/2024 | 1,27% | 1,82 CHF | 1,83 CHF | 59 000 | 59 000 | 26 805 | 26 805 | 48 508 CHF | 48 994 CHF | 99,26% | 99,26% |
13/08/2024 | 1,15% | 1,86 CHF | 1,87 CHF | 59 000 | 59 000 | 27 611 | 27 611 | 45 047 CHF | 45 469 CHF | 100,00% | 100,00% |
12/08/2024 | 1,18% | 1,51 CHF | 1,52 CHF | 62 000 | 62 000 | 27 935 | 27 935 | 42 478 CHF | 42 904 CHF | 99,78% | 99,78% |
09/08/2024 | 1,20% | 1,46 CHF | 1,47 CHF | 63 000 | 63 000 | 28 295 | 28 295 | 41 786 CHF | 42 215 CHF | 99,90% | 99,90% |
08/08/2024 | 1,32% | 1,43 CHF | 1,44 CHF | 63 000 | 63 000 | 28 440 | 28 440 | 39 629 CHF | 40 062 CHF | 99,81% | 99,81% |
07/08/2024 | 1,29% | 1,49 CHF | 1,50 CHF | 62 000 | 62 000 | 28 454 | 28 454 | 40 282 CHF | 40 714 CHF | 99,98% | 99,98% |
06/08/2024 | 1,61% | 1,37 CHF | 1,38 CHF | 64 000 | 64 000 | 29 339 | 29 339 | 38 360 CHF | 38 854 CHF | 99,72% | 99,72% |
02/08/2024 | 1,30% | 1,37 CHF | 1,38 CHF | 64 000 | 64 000 | 28 524 | 28 524 | 39 461 CHF | 39 894 CHF | 99,79% | 99,79% |
30/07/2024 | 1,20% | 1,50 CHF | 1,51 CHF | 61 000 | 61 000 | 27 820 | 27 820 | 41 747 CHF | 42 171 CHF | 99,90% | 99,90% |