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 | 1,47% | 1,42 CHF | 1,44 CHF | 77 000 | 77 000 | 78 404 | 78 404 | 106 202 CHF | 107 770 CHF | 100,00% | 100,00% |
14/08/2024 | 1,31% | 1,53 CHF | 1,55 CHF | 76 000 | 76 000 | 76 000 | 76 000 | 115 127 CHF | 116 647 CHF | 99,25% | 99,25% |
13/08/2024 | 1,37% | 1,46 CHF | 1,48 CHF | 77 000 | 77 000 | 76 976 | 76 976 | 111 551 CHF | 113 090 CHF | 100,00% | 100,00% |
12/08/2024 | 1,32% | 1,48 CHF | 1,50 CHF | 76 000 | 76 000 | 76 028 | 76 028 | 114 640 CHF | 116 160 CHF | 99,30% | 99,30% |
09/08/2024 | 1,30% | 1,53 CHF | 1,55 CHF | 76 000 | 76 000 | 75 876 | 75 876 | 116 270 CHF | 117 788 CHF | 100,00% | 100,00% |
08/08/2024 | 1,37% | 1,49 CHF | 1,51 CHF | 76 000 | 76 000 | 76 859 | 76 859 | 111 647 CHF | 113 185 CHF | 99,98% | 99,98% |
07/08/2024 | 1,31% | 1,55 CHF | 1,57 CHF | 76 000 | 76 000 | 76 107 | 76 107 | 115 325 CHF | 116 847 CHF | 99,98% | 99,98% |
06/08/2024 | 1,41% | 1,43 CHF | 1,45 CHF | 77 000 | 77 000 | 77 544 | 77 544 | 109 503 CHF | 111 053 CHF | 99,90% | 99,90% |
02/08/2024 | 1,24% | 1,53 CHF | 1,55 CHF | 76 000 | 76 000 | 74 878 | 74 878 | 120 228 CHF | 121 725 CHF | 99,82% | 99,82% |
31/07/2024 | 1,06% | 1,86 CHF | 1,88 CHF | 71 000 | 71 000 | 70 997 | 70 997 | 133 796 CHF | 135 216 CHF | 39,23% | 39,23% |