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 | 2,04% | 1,49 CHF | 1,52 CHF | 25 000 | 25 000 | 24 737 | 24 737 | 36 426 CHF | 37 174 CHF | 99,18% | 99,18% |
14/08/2024 | 2,05% | 1,48 CHF | 1,51 CHF | 25 000 | 25 000 | 24 633 | 24 633 | 36 334 CHF | 37 083 CHF | 98,48% | 98,48% |
13/08/2024 | 2,01% | 1,47 CHF | 1,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 947 CHF | 37 697 CHF | 96,93% | 96,93% |
12/08/2024 | 1,94% | 1,50 CHF | 1,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 362 CHF | 38 095 CHF | 100,00% | 100,00% |
09/08/2024 | 1,91% | 1,48 CHF | 1,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 884 CHF | 37 594 CHF | 100,00% | 100,00% |
08/08/2024 | 2,07% | 1,46 CHF | 1,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 943 CHF | 36 693 CHF | 94,33% | 94,33% |
07/08/2024 | 2,01% | 1,50 CHF | 1,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 903 CHF | 37 653 CHF | 100,00% | 100,00% |
06/08/2024 | 2,52% | 1,46 CHF | 1,49 CHF | 25 000 | 25 000 | 19 878 | 19 878 | 28 663 CHF | 29 347 CHF | 99,25% | 99,25% |
02/08/2024 | 4,42% | 1,48 CHF | 1,55 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 7 746 CHF | 8 096 CHF | 96,98% | 96,98% |
31/07/2024 | 1,97% | 1,64 CHF | 1,67 CHF | 25 000 | 25 000 | 23 730 | 23 730 | 38 379 CHF | 39 122 CHF | 30,67% | 30,67% |