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 | 1,12% | 1,61 CHF | 1,62 CHF | 84 000 | 84 000 | 37 583 | 37 583 | 60 492 CHF | 61 062 CHF | 99,89% | 99,89% |
14/08/2024 | 1,13% | 1,60 CHF | 1,61 CHF | 84 000 | 84 000 | 38 178 | 38 178 | 60 490 CHF | 61 070 CHF | 99,24% | 99,24% |
13/08/2024 | 1,14% | 1,57 CHF | 1,58 CHF | 85 000 | 85 000 | 37 910 | 37 910 | 59 532 CHF | 60 107 CHF | 100,00% | 100,00% |
12/08/2024 | 1,12% | 1,56 CHF | 1,57 CHF | 85 000 | 85 000 | 37 693 | 37 693 | 60 088 CHF | 60 660 CHF | 99,03% | 99,03% |
09/08/2024 | 1,11% | 1,60 CHF | 1,61 CHF | 84 000 | 84 000 | 37 691 | 37 691 | 60 365 CHF | 60 936 CHF | 99,87% | 99,87% |
08/08/2024 | 1,14% | 1,60 CHF | 1,61 CHF | 84 000 | 84 000 | 38 212 | 38 212 | 60 454 CHF | 61 036 CHF | 99,96% | 99,96% |
07/08/2024 | 1,15% | 1,63 CHF | 1,64 CHF | 84 000 | 84 000 | 38 243 | 38 243 | 60 487 CHF | 61 069 CHF | 99,98% | 99,98% |
06/08/2024 | 1,24% | 1,59 CHF | 1,60 CHF | 85 000 | 85 000 | 38 754 | 38 754 | 60 601 CHF | 61 221 CHF | 99,94% | 99,94% |
02/08/2024 | 1,15% | 1,54 CHF | 1,55 CHF | 86 000 | 86 000 | 38 241 | 38 241 | 60 582 CHF | 61 164 CHF | 99,77% | 99,77% |
30/07/2024 | 1,20% | 1,53 CHF | 1,54 CHF | 84 000 | 84 000 | 37 702 | 37 702 | 56 573 CHF | 57 145 CHF | 99,90% | 99,90% |