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 | 1,70% | 1,16 CHF | 1,18 CHF | 91 000 | 91 000 | 90 874 | 90 874 | 106 015 CHF | 107 832 CHF | 100,00% | 100,00% |
14/08/2024 | 1,68% | 1,18 CHF | 1,20 CHF | 91 000 | 91 000 | 91 000 | 91 000 | 107 483 CHF | 109 303 CHF | 99,26% | 99,26% |
13/08/2024 | 1,64% | 1,18 CHF | 1,20 CHF | 91 000 | 91 000 | 91 297 | 91 297 | 110 285 CHF | 112 110 CHF | 99,99% | 99,99% |
12/08/2024 | 1,67% | 1,20 CHF | 1,22 CHF | 91 000 | 91 000 | 90 868 | 90 868 | 107 694 CHF | 109 511 CHF | 99,32% | 99,32% |
09/08/2024 | 1,75% | 1,13 CHF | 1,15 CHF | 90 000 | 90 000 | 90 168 | 90 168 | 102 376 CHF | 104 179 CHF | 99,99% | 99,99% |
08/08/2024 | 1,69% | 1,10 CHF | 1,12 CHF | 90 000 | 90 000 | 90 633 | 90 633 | 106 590 CHF | 108 403 CHF | 99,97% | 99,97% |
07/08/2024 | 1,82% | 1,06 CHF | 1,08 CHF | 89 000 | 89 000 | 89 325 | 89 325 | 97 421 CHF | 99 208 CHF | 99,94% | 99,94% |
06/08/2024 | 1,64% | 1,20 CHF | 1,22 CHF | 91 000 | 91 000 | 91 359 | 91 359 | 110 854 CHF | 112 681 CHF | 99,86% | 99,86% |
02/08/2024 | 1,90% | 1,11 CHF | 1,13 CHF | 90 000 | 90 000 | 88 612 | 88 612 | 92 531 CHF | 94 303 CHF | 99,89% | 99,89% |
31/07/2024 | 2,26% | 0,81 CHF | 0,83 CHF | 85 000 | 85 000 | 85 953 | 85 953 | 75 287 CHF | 77 006 CHF | 39,25% | 39,25% |