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 | 1,23% | 1,89 CHF | 1,90 CHF | 118 000 | 118 000 | 37 591 | 37 591 | 71 147 CHF | 71 710 CHF | 99,63% | 99,63% |
14/08/2024 | 1,23% | 1,89 CHF | 1,90 CHF | 118 000 | 118 000 | 37 863 | 37 863 | 71 645 CHF | 72 209 CHF | 99,72% | 99,72% |
13/08/2024 | 0,88% | 1,85 CHF | 1,86 CHF | 120 000 | 120 000 | 38 757 | 38 757 | 69 630 CHF | 70 085 CHF | 100,00% | 100,00% |
12/08/2024 | 1,28% | 1,77 CHF | 1,78 CHF | 120 000 | 120 000 | 38 391 | 38 391 | 68 889 CHF | 69 459 CHF | 98,98% | 98,98% |
09/08/2024 | 1,06% | 1,77 CHF | 1,78 CHF | 122 000 | 122 000 | 38 923 | 38 923 | 68 689 CHF | 69 188 CHF | 98,36% | 98,36% |
08/08/2024 | 0,91% | 1,81 CHF | 1,82 CHF | 120 000 | 120 000 | 39 042 | 39 042 | 67 780 CHF | 68 237 CHF | 99,93% | 99,93% |
07/08/2024 | 1,77% | 1,79 CHF | 1,80 CHF | 120 000 | 120 000 | 34 094 | 34 094 | 56 721 CHF | 57 203 CHF | 96,88% | 96,88% |
06/08/2024 | 1,12% | 2,42 CHF | 2,43 CHF | 108 000 | 108 000 | 34 853 | 34 853 | 81 915 CHF | 82 459 CHF | 99,89% | 99,89% |
02/08/2024 | 1,12% | 2,32 CHF | 2,33 CHF | 110 000 | 110 000 | 34 655 | 34 655 | 82 863 CHF | 83 431 CHF | 99,33% | 99,33% |
30/07/2024 | 0,78% | 2,96 CHF | 2,97 CHF | 96 000 | 96 000 | 31 067 | 31 067 | 92 435 CHF | 92 901 CHF | 99,90% | 99,90% |