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% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 34 326 | 30 408 | 72 365 CHF | 65 001 CHF | 99,09% | 99,09% |
14/08/2024 | 1,24% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 34 579 | 30 724 | 70 104 CHF | 62 893 CHF | 85,47% | 85,47% |
13/08/2024 | 1,31% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 34 921 | 31 151 | 67 205 CHF | 60 774 CHF | 87,63% | 87,63% |
12/08/2024 | 1,42% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 34 353 | 30 441 | 62 236 CHF | 55 932 CHF | 99,03% | 99,03% |
09/08/2024 | 1,37% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 34 497 | 30 621 | 62 845 CHF | 56 314 CHF | 95,02% | 95,02% |
08/08/2024 | 1,63% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 42 165 | 30 412 | 66 849 CHF | 49 341 CHF | 95,03% | 95,03% |
07/08/2024 | 1,55% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 38 842 | 30 179 | 65 318 CHF | 51 817 CHF | 97,91% | 97,91% |
06/08/2024 | 1,35% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 35 580 | 31 975 | 62 244 CHF | 56 398 CHF | 71,93% | 71,93% |
02/08/2024 | 1,53% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 38 145 | 30 322 | 64 534 CHF | 52 471 CHF | 96,93% | 96,93% |
30/07/2024 | 1,24% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 34 262 | 30 328 | 70 557 CHF | 63 135 CHF | 98,78% | 98,78% |