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 | 1,33% | 1,49 CHF | 1,51 CHF | 91 000 | 91 000 | 90 874 | 90 874 | 136 255 CHF | 138 073 CHF | 99,98% | 99,98% |
14/08/2024 | 1,31% | 1,51 CHF | 1,53 CHF | 91 000 | 91 000 | 91 000 | 91 000 | 137 750 CHF | 139 570 CHF | 99,25% | 99,25% |
13/08/2024 | 1,29% | 1,51 CHF | 1,53 CHF | 91 000 | 91 000 | 91 297 | 91 297 | 140 599 CHF | 142 425 CHF | 100,00% | 100,00% |
12/08/2024 | 1,31% | 1,53 CHF | 1,55 CHF | 91 000 | 91 000 | 90 868 | 90 868 | 137 964 CHF | 139 781 CHF | 99,31% | 99,31% |
09/08/2024 | 1,35% | 1,46 CHF | 1,48 CHF | 90 000 | 90 000 | 90 168 | 90 168 | 132 335 CHF | 134 138 CHF | 99,98% | 99,98% |
08/08/2024 | 1,32% | 1,43 CHF | 1,45 CHF | 90 000 | 90 000 | 90 633 | 90 633 | 136 699 CHF | 138 512 CHF | 99,94% | 99,94% |
07/08/2024 | 1,40% | 1,39 CHF | 1,41 CHF | 89 000 | 89 000 | 89 325 | 89 325 | 127 100 CHF | 128 887 CHF | 99,97% | 99,97% |
06/08/2024 | 1,29% | 1,53 CHF | 1,55 CHF | 91 000 | 91 000 | 91 360 | 91 360 | 141 216 CHF | 143 044 CHF | 99,87% | 99,87% |
02/08/2024 | 1,44% | 1,44 CHF | 1,46 CHF | 90 000 | 90 000 | 88 612 | 88 612 | 122 009 CHF | 123 781 CHF | 99,93% | 99,93% |
31/07/2024 | 1,64% | 1,15 CHF | 1,17 CHF | 85 000 | 85 000 | 85 953 | 85 953 | 103 855 CHF | 105 574 CHF | 39,24% | 39,24% |