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 | 1,13% | 1,75 CHF | 1,77 CHF | 91 000 | 91 000 | 90 874 | 90 874 | 160 022 CHF | 161 840 CHF | 100,00% | 100,00% |
14/08/2024 | 1,12% | 1,77 CHF | 1,79 CHF | 91 000 | 91 000 | 91 000 | 91 000 | 161 610 CHF | 163 430 CHF | 99,27% | 99,27% |
13/08/2024 | 1,10% | 1,78 CHF | 1,80 CHF | 91 000 | 91 000 | 91 297 | 91 297 | 164 547 CHF | 166 373 CHF | 100,00% | 100,00% |
12/08/2024 | 1,12% | 1,80 CHF | 1,82 CHF | 91 000 | 91 000 | 90 869 | 90 869 | 161 794 CHF | 163 611 CHF | 99,32% | 99,32% |
09/08/2024 | 1,15% | 1,72 CHF | 1,74 CHF | 90 000 | 90 000 | 90 168 | 90 168 | 155 956 CHF | 157 759 CHF | 99,99% | 99,99% |
08/08/2024 | 1,12% | 1,70 CHF | 1,72 CHF | 90 000 | 90 000 | 90 633 | 90 633 | 160 456 CHF | 162 268 CHF | 99,95% | 99,95% |
07/08/2024 | 1,18% | 1,65 CHF | 1,67 CHF | 89 000 | 89 000 | 89 325 | 89 325 | 150 538 CHF | 152 325 CHF | 99,94% | 99,94% |
06/08/2024 | 1,10% | 1,79 CHF | 1,81 CHF | 91 000 | 91 000 | 91 360 | 91 360 | 165 136 CHF | 166 963 CHF | 99,94% | 99,94% |
02/08/2024 | 1,21% | 1,70 CHF | 1,72 CHF | 90 000 | 90 000 | 88 613 | 88 613 | 145 235 CHF | 147 008 CHF | 99,88% | 99,88% |
31/07/2024 | 1,35% | 1,41 CHF | 1,43 CHF | 85 000 | 85 000 | 85 954 | 85 954 | 126 384 CHF | 128 103 CHF | 39,25% | 39,25% |