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 | 1,38% | 1,68 CHF | 1,69 CHF | 118 000 | 118 000 | 37 593 | 37 593 | 63 422 CHF | 63 984 CHF | 99,64% | 99,64% |
14/08/2024 | 1,38% | 1,69 CHF | 1,70 CHF | 118 000 | 118 000 | 37 869 | 37 869 | 63 945 CHF | 64 510 CHF | 99,71% | 99,71% |
13/08/2024 | 0,99% | 1,64 CHF | 1,65 CHF | 120 000 | 120 000 | 38 748 | 38 748 | 61 659 CHF | 62 113 CHF | 99,99% | 99,99% |
12/08/2024 | 1,44% | 1,57 CHF | 1,58 CHF | 120 000 | 120 000 | 38 387 | 38 387 | 61 014 CHF | 61 584 CHF | 98,98% | 98,98% |
09/08/2024 | 1,20% | 1,56 CHF | 1,57 CHF | 122 000 | 122 000 | 38 930 | 38 930 | 60 759 CHF | 61 258 CHF | 98,37% | 98,37% |
08/08/2024 | 1,03% | 1,60 CHF | 1,61 CHF | 120 000 | 120 000 | 39 044 | 39 044 | 59 834 CHF | 60 291 CHF | 99,93% | 99,93% |
07/08/2024 | 2,02% | 1,59 CHF | 1,60 CHF | 120 000 | 120 000 | 33 928 | 33 928 | 49 535 CHF | 50 015 CHF | 97,72% | 97,72% |
06/08/2024 | 1,23% | 2,22 CHF | 2,23 CHF | 108 000 | 108 000 | 34 840 | 34 840 | 74 872 CHF | 75 416 CHF | 99,87% | 99,87% |
02/08/2024 | 1,22% | 2,12 CHF | 2,13 CHF | 110 000 | 110 000 | 34 668 | 34 668 | 75 840 CHF | 76 408 CHF | 99,33% | 99,33% |
30/07/2024 | 0,84% | 2,75 CHF | 2,76 CHF | 96 000 | 96 000 | 31 065 | 31 065 | 85 954 CHF | 86 419 CHF | 99,90% | 99,90% |