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 | 2,20% | 1,05 CHF | 1,06 CHF | 118 000 | 118 000 | 37 584 | 37 584 | 39 674 CHF | 40 236 CHF | 99,63% | 99,63% |
14/08/2024 | 2,20% | 1,06 CHF | 1,07 CHF | 118 000 | 118 000 | 37 863 | 37 863 | 40 204 CHF | 40 769 CHF | 99,72% | 99,72% |
13/08/2024 | 1,66% | 1,02 CHF | 1,03 CHF | 120 000 | 120 000 | 38 756 | 38 756 | 37 337 CHF | 37 791 CHF | 100,00% | 100,00% |
12/08/2024 | 2,34% | 0,94 CHF | 0,95 CHF | 120 000 | 120 000 | 38 380 | 38 380 | 36 815 CHF | 37 385 CHF | 98,98% | 98,98% |
09/08/2024 | 1,96% | 0,94 CHF | 0,95 CHF | 122 000 | 122 000 | 38 915 | 38 915 | 36 366 CHF | 36 865 CHF | 98,36% | 98,36% |
08/08/2024 | 1,75% | 0,98 CHF | 0,99 CHF | 120 000 | 120 000 | 39 059 | 39 059 | 35 431 CHF | 35 888 CHF | 99,95% | 99,95% |
07/08/2024 | 3,62% | 0,96 CHF | 0,97 CHF | 120 000 | 120 000 | 34 133 | 34 133 | 28 497 CHF | 28 980 CHF | 96,83% | 96,83% |
06/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 108 000 | 108 000 | 108 000 | 108 000 | 174 349 CHF | 175 429 CHF | 3,52% | 99,97% |
02/08/2024 | 1,69% | 1,50 CHF | 1,51 CHF | 110 000 | 110 000 | 34 683 | 34 683 | 54 204 CHF | 54 772 CHF | 99,36% | 99,36% |
30/07/2024 | 1,09% | 2,11 CHF | 2,12 CHF | 96 000 | 96 000 | 31 064 | 31 064 | 66 074 CHF | 66 539 CHF | 99,89% | 99,89% |