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 | 1,27% | 1,42 CHF | 1,43 CHF | 84 000 | 84 000 | 37 583 | 37 583 | 53 195 CHF | 53 765 CHF | 99,89% | 99,89% |
14/08/2024 | 1,29% | 1,40 CHF | 1,41 CHF | 84 000 | 84 000 | 38 189 | 38 189 | 53 181 CHF | 53 762 CHF | 99,27% | 99,27% |
13/08/2024 | 1,30% | 1,38 CHF | 1,39 CHF | 85 000 | 85 000 | 37 924 | 37 924 | 52 245 CHF | 52 820 CHF | 100,00% | 100,00% |
12/08/2024 | 1,27% | 1,37 CHF | 1,38 CHF | 85 000 | 85 000 | 37 691 | 37 691 | 52 829 CHF | 53 400 CHF | 99,04% | 99,04% |
09/08/2024 | 1,27% | 1,41 CHF | 1,42 CHF | 84 000 | 84 000 | 37 695 | 37 695 | 53 103 CHF | 53 674 CHF | 99,88% | 99,88% |
08/08/2024 | 1,30% | 1,41 CHF | 1,42 CHF | 84 000 | 84 000 | 38 185 | 38 185 | 53 119 CHF | 53 701 CHF | 99,90% | 99,90% |
07/08/2024 | 1,30% | 1,44 CHF | 1,45 CHF | 84 000 | 84 000 | 38 244 | 38 244 | 53 178 CHF | 53 760 CHF | 99,99% | 99,99% |
06/08/2024 | 1,41% | 1,40 CHF | 1,41 CHF | 85 000 | 85 000 | 38 748 | 38 748 | 53 214 CHF | 53 834 CHF | 99,92% | 99,92% |
02/08/2024 | 1,31% | 1,35 CHF | 1,36 CHF | 86 000 | 86 000 | 38 270 | 38 270 | 53 243 CHF | 53 825 CHF | 99,82% | 99,82% |
30/07/2024 | 1,38% | 1,33 CHF | 1,34 CHF | 84 000 | 84 000 | 37 698 | 37 698 | 49 137 CHF | 49 708 CHF | 99,89% | 99,89% |