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 | 1,48% | 1,57 CHF | 1,58 CHF | 118 000 | 118 000 | 37 596 | 37 596 | 59 273 CHF | 59 835 CHF | 99,64% | 99,64% |
14/08/2024 | 1,48% | 1,58 CHF | 1,59 CHF | 118 000 | 118 000 | 37 869 | 37 869 | 59 795 CHF | 60 359 CHF | 99,72% | 99,72% |
13/08/2024 | 1,07% | 1,54 CHF | 1,55 CHF | 120 000 | 120 000 | 38 755 | 38 755 | 57 407 CHF | 57 861 CHF | 100,00% | 100,00% |
12/08/2024 | 1,54% | 1,46 CHF | 1,47 CHF | 120 000 | 120 000 | 38 389 | 38 389 | 56 779 CHF | 57 349 CHF | 98,98% | 98,98% |
09/08/2024 | 1,29% | 1,45 CHF | 1,46 CHF | 122 000 | 122 000 | 38 934 | 38 934 | 56 488 CHF | 56 988 CHF | 98,38% | 98,38% |
08/08/2024 | 1,11% | 1,49 CHF | 1,50 CHF | 120 000 | 120 000 | 39 055 | 39 055 | 55 566 CHF | 56 024 CHF | 99,95% | 99,95% |
07/08/2024 | 2,19% | 1,48 CHF | 1,49 CHF | 120 000 | 120 000 | 34 081 | 34 081 | 46 023 CHF | 46 505 CHF | 97,01% | 97,01% |
06/08/2024 | 1,30% | 2,11 CHF | 2,12 CHF | 108 000 | 108 000 | 34 844 | 34 844 | 71 108 CHF | 71 652 CHF | 99,87% | 99,87% |
02/08/2024 | 1,28% | 2,01 CHF | 2,02 CHF | 110 000 | 110 000 | 34 664 | 34 664 | 72 026 CHF | 72 594 CHF | 99,33% | 99,33% |
30/07/2024 | 0,87% | 2,64 CHF | 2,65 CHF | 96 000 | 96 000 | 31 067 | 31 067 | 82 478 CHF | 82 944 CHF | 99,90% | 99,90% |