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 | 1,53% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 29 823 | 29 823 | 47 656 CHF | 48 313 CHF | 99,29% | 99,29% |
14/08/2024 | 1,42% | 1,53 CHF | 1,55 CHF | 50 000 | 50 000 | 30 685 | 30 685 | 46 979 CHF | 47 599 CHF | 85,76% | 85,76% |
13/08/2024 | 1,44% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 30 916 | 30 916 | 47 669 CHF | 48 301 CHF | 89,96% | 89,96% |
12/08/2024 | 1,43% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 30 370 | 30 370 | 46 798 CHF | 47 412 CHF | 99,10% | 99,10% |
09/08/2024 | 1,50% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 30 296 | 30 296 | 46 426 CHF | 47 067 CHF | 99,42% | 99,42% |
08/08/2024 | 1,48% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 30 439 | 30 439 | 44 631 CHF | 45 234 CHF | 95,91% | 95,91% |
07/08/2024 | 1,45% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 30 341 | 30 341 | 46 467 CHF | 47 087 CHF | 99,45% | 99,45% |
06/08/2024 | 1,62% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 30 225 | 30 225 | 44 308 CHF | 44 965 CHF | 97,78% | 97,78% |
02/08/2024 | 1,48% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 29 731 | 29 731 | 49 214 CHF | 49 876 CHF | 97,73% | 97,73% |
30/07/2024 | 1,41% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 29 755 | 29 755 | 49 134 CHF | 49 763 CHF | 98,99% | 98,99% |