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 | 1,72% | 1,71 CHF | 1,74 CHF | 60 000 | 60 000 | 59 436 | 59 436 | 103 578 CHF | 105 363 CHF | 99,81% | 99,81% |
14/08/2024 | 1,73% | 1,75 CHF | 1,78 CHF | 60 000 | 60 000 | 59 438 | 59 438 | 103 120 CHF | 104 905 CHF | 100,00% | 100,00% |
13/08/2024 | 1,73% | 1,74 CHF | 1,77 CHF | 60 000 | 60 000 | 59 437 | 59 437 | 102 981 CHF | 104 766 CHF | 99,97% | 99,97% |
12/08/2024 | 1,68% | 1,71 CHF | 1,74 CHF | 60 000 | 60 000 | 59 437 | 59 437 | 106 654 CHF | 108 439 CHF | 100,00% | 100,00% |
09/08/2024 | 1,62% | 1,85 CHF | 1,88 CHF | 60 000 | 60 000 | 59 438 | 59 436 | 110 072 CHF | 111 854 CHF | 100,00% | 100,00% |
08/08/2024 | 1,55% | 1,95 CHF | 1,98 CHF | 60 000 | 60 000 | 59 402 | 59 402 | 115 306 CHF | 117 090 CHF | 94,27% | 94,27% |
07/08/2024 | 1,53% | 1,99 CHF | 2,02 CHF | 60 000 | 60 000 | 59 419 | 59 419 | 116 533 CHF | 118 318 CHF | 96,89% | 96,89% |
06/08/2024 | 1,74% | 1,73 CHF | 1,76 CHF | 60 000 | 60 000 | 59 435 | 59 435 | 102 648 CHF | 104 433 CHF | 99,59% | 99,59% |
02/08/2024 | 1,61% | 2,04 CHF | 2,07 CHF | 60 000 | 60 000 | 59 425 | 59 425 | 110 813 CHF | 112 598 CHF | 97,32% | 97,32% |
31/07/2024 | 1,59% | 1,86 CHF | 1,89 CHF | 60 000 | 60 000 | 59 329 | 59 329 | 112 402 CHF | 114 185 CHF | 83,81% | 83,81% |