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 | 1,58% | 1,47 CHF | 1,48 CHF | 118 000 | 118 000 | 37 590 | 37 590 | 55 469 CHF | 56 031 CHF | 99,64% | 99,64% |
14/08/2024 | 1,58% | 1,48 CHF | 1,49 CHF | 118 000 | 118 000 | 37 869 | 37 869 | 56 001 CHF | 56 565 CHF | 99,72% | 99,72% |
13/08/2024 | 1,15% | 1,43 CHF | 1,44 CHF | 120 000 | 120 000 | 38 746 | 38 746 | 53 505 CHF | 53 959 CHF | 99,99% | 99,99% |
12/08/2024 | 1,65% | 1,36 CHF | 1,37 CHF | 120 000 | 120 000 | 38 382 | 38 382 | 52 894 CHF | 53 464 CHF | 99,03% | 99,03% |
09/08/2024 | 1,38% | 1,35 CHF | 1,36 CHF | 122 000 | 122 000 | 38 916 | 38 916 | 52 560 CHF | 53 059 CHF | 98,36% | 98,36% |
08/08/2024 | 1,19% | 1,39 CHF | 1,40 CHF | 120 000 | 120 000 | 39 051 | 39 051 | 51 651 CHF | 52 109 CHF | 99,94% | 99,94% |
07/08/2024 | 2,37% | 1,38 CHF | 1,39 CHF | 120 000 | 120 000 | 33 912 | 33 912 | 42 397 CHF | 42 877 CHF | 97,70% | 97,70% |
06/08/2024 | 1,36% | 2,01 CHF | 2,02 CHF | 108 000 | 108 000 | 34 866 | 34 866 | 67 701 CHF | 68 245 CHF | 99,89% | 99,89% |
02/08/2024 | 1,34% | 1,91 CHF | 1,92 CHF | 110 000 | 110 000 | 34 654 | 34 654 | 68 551 CHF | 69 119 CHF | 99,31% | 99,31% |
30/07/2024 | 0,91% | 2,53 CHF | 2,54 CHF | 96 000 | 96 000 | 31 064 | 31 064 | 79 302 CHF | 79 767 CHF | 99,89% | 99,89% |