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 | 1,30% | 2,50 CHF | 2,51 CHF | 38 000 | 38 000 | 21 490 | 21 490 | 52 035 CHF | 52 600 CHF | 99,89% | 99,89% |
14/08/2024 | 1,41% | 2,36 CHF | 2,37 CHF | 39 000 | 39 000 | 22 032 | 22 032 | 49 093 CHF | 49 665 CHF | 99,26% | 99,26% |
13/08/2024 | 1,43% | 2,18 CHF | 2,19 CHF | 40 000 | 40 000 | 22 053 | 22 053 | 47 934 CHF | 48 507 CHF | 99,93% | 99,93% |
12/08/2024 | 1,39% | 2,22 CHF | 2,23 CHF | 40 000 | 40 000 | 22 022 | 22 022 | 49 030 CHF | 49 603 CHF | 99,83% | 99,83% |
09/08/2024 | 1,42% | 2,25 CHF | 2,26 CHF | 40 000 | 40 000 | 22 028 | 22 028 | 48 540 CHF | 49 113 CHF | 99,90% | 99,90% |
08/08/2024 | 1,47% | 2,15 CHF | 2,16 CHF | 40 000 | 40 000 | 22 044 | 22 044 | 46 815 CHF | 47 388 CHF | 99,99% | 99,99% |
07/08/2024 | 1,44% | 2,15 CHF | 2,16 CHF | 40 000 | 40 000 | 22 044 | 22 044 | 47 192 CHF | 47 765 CHF | 99,99% | 99,99% |
06/08/2024 | 1,77% | 2,15 CHF | 2,16 CHF | 40 000 | 40 000 | 23 323 | 23 323 | 48 298 CHF | 49 012 CHF | 99,97% | 99,97% |
02/08/2024 | 1,41% | 2,11 CHF | 2,12 CHF | 40 000 | 40 000 | 21 809 | 21 809 | 47 806 CHF | 48 372 CHF | 99,91% | 99,91% |
30/07/2024 | 1,46% | 2,06 CHF | 2,07 CHF | 40 000 | 40 000 | 22 039 | 22 039 | 46 531 CHF | 47 104 CHF | 99,98% | 99,98% |