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 | 1,83% | 1,26 CHF | 1,27 CHF | 118 000 | 118 000 | 37 597 | 37 597 | 47 742 CHF | 48 305 CHF | 99,64% | 99,64% |
14/08/2024 | 1,83% | 1,27 CHF | 1,28 CHF | 118 000 | 118 000 | 37 863 | 37 863 | 48 264 CHF | 48 829 CHF | 99,72% | 99,72% |
13/08/2024 | 1,35% | 1,23 CHF | 1,24 CHF | 120 000 | 120 000 | 38 756 | 38 756 | 45 628 CHF | 46 082 CHF | 100,00% | 100,00% |
12/08/2024 | 1,93% | 1,15 CHF | 1,16 CHF | 120 000 | 120 000 | 38 388 | 38 388 | 45 040 CHF | 45 610 CHF | 98,98% | 98,98% |
09/08/2024 | 1,61% | 1,15 CHF | 1,16 CHF | 122 000 | 122 000 | 38 933 | 38 933 | 44 670 CHF | 45 169 CHF | 98,38% | 98,38% |
08/08/2024 | 1,41% | 1,19 CHF | 1,20 CHF | 120 000 | 120 000 | 39 068 | 39 068 | 43 746 CHF | 44 204 CHF | 99,97% | 99,97% |
07/08/2024 | 2,85% | 1,17 CHF | 1,18 CHF | 120 000 | 120 000 | 33 957 | 33 957 | 35 561 CHF | 36 042 CHF | 97,73% | 97,73% |
06/08/2024 | 1,53% | 1,81 CHF | 1,82 CHF | 108 000 | 108 000 | 34 834 | 34 834 | 60 656 CHF | 61 199 CHF | 99,86% | 99,86% |
02/08/2024 | 1,49% | 1,71 CHF | 1,72 CHF | 110 000 | 110 000 | 34 676 | 34 676 | 61 541 CHF | 62 109 CHF | 99,34% | 99,34% |
30/07/2024 | 0,99% | 2,33 CHF | 2,34 CHF | 96 000 | 96 000 | 31 066 | 31 066 | 72 833 CHF | 73 298 CHF | 99,90% | 99,90% |