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 | 1,86% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 26 421 | 26 421 | 45 692 CHF | 46 466 CHF | 99,28% | 99,28% |
14/08/2024 | 1,94% | 1,81 CHF | 1,83 CHF | 50 000 | 50 000 | 34 546 | 26 819 | 62 272 CHF | 49 231 CHF | 85,76% | 85,76% |
13/08/2024 | 1,73% | 1,83 CHF | 1,85 CHF | 50 000 | 50 000 | 34 648 | 26 971 | 62 493 CHF | 49 473 CHF | 91,62% | 91,62% |
12/08/2024 | 1,89% | 1,80 CHF | 1,82 CHF | 50 000 | 50 000 | 34 296 | 26 444 | 62 281 CHF | 48 823 CHF | 99,10% | 99,10% |
09/08/2024 | 1,90% | 1,78 CHF | 1,79 CHF | 30 000 | 25 000 | 30 000 | 20 011 | 54 320 CHF | 36 913 CHF | 99,58% | 99,58% |
08/08/2024 | 1,93% | 1,91 CHF | 1,93 CHF | 30 000 | 25 000 | 30 000 | 20 013 | 57 488 CHF | 38 966 CHF | 96,19% | 96,19% |
07/08/2024 | 1,98% | 1,80 CHF | 1,82 CHF | 30 000 | 25 000 | 30 000 | 20 012 | 54 179 CHF | 36 802 CHF | 99,47% | 99,47% |
06/08/2024 | 1,99% | 1,82 CHF | 1,84 CHF | 30 000 | 25 000 | 30 000 | 20 092 | 56 239 CHF | 38 417 CHF | 98,27% | 98,27% |
02/08/2024 | 1,73% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 26 316 | 26 316 | 45 306 CHF | 46 013 CHF | 97,72% | 97,72% |
30/07/2024 | 1,83% | 1,81 CHF | 1,83 CHF | 50 000 | 50 000 | 34 229 | 26 344 | 62 370 CHF | 48 780 CHF | 98,95% | 98,95% |