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 | 1,71% | 1,14 CHF | 1,16 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 41 785 CHF | 42 505 CHF | 100,00% | 100,00% |
14/08/2024 | 1,62% | 1,17 CHF | 1,19 CHF | 36 000 | 36 000 | 36 620 | 36 620 | 44 822 CHF | 45 555 CHF | 99,73% | 99,73% |
13/08/2024 | 1,55% | 1,25 CHF | 1,27 CHF | 37 000 | 37 000 | 36 959 | 36 959 | 47 431 CHF | 48 171 CHF | 100,00% | 100,00% |
12/08/2024 | 1,64% | 1,22 CHF | 1,24 CHF | 37 000 | 37 000 | 36 591 | 36 591 | 44 341 CHF | 45 073 CHF | 98,80% | 98,80% |
09/08/2024 | 1,72% | 1,13 CHF | 1,15 CHF | 36 000 | 36 000 | 36 003 | 36 003 | 41 562 CHF | 42 282 CHF | 100,00% | 100,00% |
08/08/2024 | 1,51% | 1,23 CHF | 1,25 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 48 650 CHF | 49 389 CHF | 99,92% | 99,92% |
07/08/2024 | 1,64% | 1,17 CHF | 1,19 CHF | 36 000 | 36 000 | 36 315 | 36 315 | 44 020 CHF | 44 746 CHF | 99,95% | 99,95% |
06/08/2024 | 1,46% | 1,30 CHF | 1,32 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 50 446 CHF | 51 186 CHF | 99,82% | 99,82% |
02/08/2024 | 1,79% | 1,17 CHF | 1,19 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 39 949 CHF | 40 669 CHF | 99,85% | 99,85% |
30/07/2024 | 1,96% | 1,03 CHF | 1,05 CHF | 36 000 | 36 000 | 35 687 | 35 687 | 36 120 CHF | 36 834 CHF | 99,98% | 99,98% |