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 | 1,42% | 1,39 CHF | 1,41 CHF | 91 000 | 91 000 | 90 874 | 90 874 | 126 777 CHF | 128 595 CHF | 99,99% | 99,99% |
14/08/2024 | 1,41% | 1,41 CHF | 1,43 CHF | 91 000 | 91 000 | 91 000 | 91 000 | 128 318 CHF | 130 138 CHF | 99,27% | 99,27% |
13/08/2024 | 1,38% | 1,41 CHF | 1,43 CHF | 91 000 | 91 000 | 91 297 | 91 297 | 131 183 CHF | 133 009 CHF | 99,99% | 99,99% |
12/08/2024 | 1,40% | 1,43 CHF | 1,45 CHF | 91 000 | 91 000 | 90 868 | 90 868 | 128 494 CHF | 130 311 CHF | 99,33% | 99,33% |
09/08/2024 | 1,46% | 1,36 CHF | 1,38 CHF | 90 000 | 90 000 | 90 168 | 90 168 | 122 997 CHF | 124 800 CHF | 99,96% | 99,96% |
08/08/2024 | 1,41% | 1,33 CHF | 1,35 CHF | 90 000 | 90 000 | 90 633 | 90 633 | 127 315 CHF | 129 127 CHF | 99,94% | 99,94% |
07/08/2024 | 1,51% | 1,29 CHF | 1,31 CHF | 89 000 | 89 000 | 89 325 | 89 325 | 117 852 CHF | 119 639 CHF | 99,98% | 99,98% |
06/08/2024 | 1,38% | 1,43 CHF | 1,45 CHF | 91 000 | 91 000 | 91 361 | 91 361 | 131 779 CHF | 133 607 CHF | 99,84% | 99,84% |
02/08/2024 | 1,56% | 1,33 CHF | 1,35 CHF | 90 000 | 90 000 | 88 613 | 88 613 | 112 767 CHF | 114 539 CHF | 99,92% | 99,92% |
31/07/2024 | 1,80% | 1,04 CHF | 1,06 CHF | 85 000 | 85 000 | 85 953 | 85 953 | 94 779 CHF | 96 498 CHF | 39,25% | 39,25% |