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% | 1,54 CHF | 1,56 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 56 317 CHF | 57 037 CHF | 99,99% | 99,99% |
14/08/2024 | 1,22% | 1,57 CHF | 1,59 CHF | 36 000 | 36 000 | 36 620 | 36 620 | 59 626 CHF | 60 358 CHF | 99,72% | 99,72% |
13/08/2024 | 1,18% | 1,65 CHF | 1,67 CHF | 37 000 | 37 000 | 36 959 | 36 959 | 62 365 CHF | 63 104 CHF | 100,00% | 100,00% |
12/08/2024 | 1,23% | 1,62 CHF | 1,64 CHF | 37 000 | 37 000 | 36 591 | 36 591 | 59 136 CHF | 59 867 CHF | 98,82% | 98,82% |
09/08/2024 | 1,28% | 1,54 CHF | 1,56 CHF | 36 000 | 36 000 | 36 003 | 36 003 | 56 118 CHF | 56 839 CHF | 99,99% | 99,99% |
08/08/2024 | 1,16% | 1,63 CHF | 1,65 CHF | 37 000 | 37 000 | 36 977 | 36 977 | 63 594 CHF | 64 334 CHF | 99,94% | 99,94% |
07/08/2024 | 1,23% | 1,58 CHF | 1,60 CHF | 36 000 | 36 000 | 36 315 | 36 315 | 58 687 CHF | 59 413 CHF | 99,97% | 99,97% |
06/08/2024 | 1,13% | 1,71 CHF | 1,73 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 65 403 CHF | 66 143 CHF | 99,81% | 99,81% |
02/08/2024 | 1,31% | 1,57 CHF | 1,59 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 54 508 CHF | 55 228 CHF | 99,79% | 99,79% |
30/07/2024 | 1,40% | 1,44 CHF | 1,46 CHF | 36 000 | 36 000 | 35 687 | 35 687 | 50 566 CHF | 51 280 CHF | 100,00% | 100,00% |