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% | 1,15 CHF | 1,16 CHF | 118 000 | 118 000 | 37 592 | 37 592 | 43 687 CHF | 44 249 CHF | 99,64% | 99,64% |
14/08/2024 | 2,00% | 1,16 CHF | 1,17 CHF | 118 000 | 118 000 | 37 866 | 37 866 | 44 216 CHF | 44 781 CHF | 99,71% | 99,71% |
13/08/2024 | 1,49% | 1,12 CHF | 1,13 CHF | 120 000 | 120 000 | 38 755 | 38 755 | 41 467 CHF | 41 921 CHF | 100,00% | 100,00% |
12/08/2024 | 2,12% | 1,05 CHF | 1,06 CHF | 120 000 | 120 000 | 38 367 | 38 367 | 40 890 CHF | 41 460 CHF | 99,08% | 99,08% |
09/08/2024 | 1,77% | 1,04 CHF | 1,05 CHF | 122 000 | 122 000 | 38 926 | 38 926 | 40 493 CHF | 40 992 CHF | 98,37% | 98,37% |
08/08/2024 | 1,56% | 1,08 CHF | 1,09 CHF | 120 000 | 120 000 | 39 032 | 39 032 | 39 520 CHF | 39 977 CHF | 99,92% | 99,92% |
07/08/2024 | 3,19% | 1,07 CHF | 1,08 CHF | 120 000 | 120 000 | 34 125 | 34 125 | 32 089 CHF | 32 572 CHF | 96,74% | 96,74% |
06/08/2024 | 1,58% | 1,70 CHF | 1,71 CHF | 108 000 | 108 000 | 41 782 | 41 782 | 68 801 CHF | 69 406 CHF | 74,00% | 99,94% |
02/08/2024 | 1,58% | 1,60 CHF | 1,61 CHF | 110 000 | 110 000 | 34 629 | 34 629 | 57 753 CHF | 58 320 CHF | 99,29% | 99,29% |
30/07/2024 | 1,03% | 2,22 CHF | 2,23 CHF | 96 000 | 96 000 | 31 064 | 31 064 | 69 428 CHF | 69 894 CHF | 99,89% | 99,89% |