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 | 2,00% | 1,38 CHF | 1,41 CHF | 25 000 | 25 000 | 24 737 | 24 737 | 33 704 CHF | 34 379 CHF | 99,18% | 99,18% |
14/08/2024 | 2,08% | 1,37 CHF | 1,39 CHF | 25 000 | 25 000 | 24 633 | 24 633 | 33 621 CHF | 34 322 CHF | 98,49% | 98,49% |
13/08/2024 | 2,17% | 1,36 CHF | 1,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 197 CHF | 34 947 CHF | 96,93% | 96,93% |
12/08/2024 | 2,14% | 1,39 CHF | 1,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 595 CHF | 35 345 CHF | 100,00% | 100,00% |
09/08/2024 | 2,18% | 1,37 CHF | 1,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 094 CHF | 34 844 CHF | 100,00% | 100,00% |
08/08/2024 | 2,24% | 1,35 CHF | 1,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 143 CHF | 33 893 CHF | 94,33% | 94,33% |
07/08/2024 | 2,07% | 1,39 CHF | 1,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 153 CHF | 34 867 CHF | 100,00% | 100,00% |
06/08/2024 | 2,60% | 1,35 CHF | 1,38 CHF | 25 000 | 25 000 | 19 878 | 19 878 | 26 462 CHF | 27 102 CHF | 99,25% | 99,25% |
02/08/2024 | 4,76% | 1,37 CHF | 1,44 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 7 185 CHF | 7 535 CHF | 96,48% | 96,48% |
31/07/2024 | 2,07% | 1,53 CHF | 1,56 CHF | 25 000 | 25 000 | 23 730 | 23 730 | 35 769 CHF | 36 502 CHF | 30,67% | 30,67% |