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 | 1,25% | 2,98 CHF | 2,99 CHF | 100 000 | 100 000 | 39 016 | 39 016 | 115 533 CHF | 116 492 CHF | 99,84% | 99,84% |
14/08/2024 | 1,31% | 2,90 CHF | 2,91 CHF | 100 000 | 100 000 | 37 161 | 37 161 | 105 697 CHF | 106 593 CHF | 98,91% | 98,91% |
13/08/2024 | 1,16% | 2,62 CHF | 2,63 CHF | 100 000 | 100 000 | 45 862 | 45 862 | 116 414 CHF | 117 454 CHF | 99,99% | 99,99% |
12/08/2024 | 1,15% | 2,56 CHF | 2,57 CHF | 110 000 | 110 000 | 48 474 | 48 474 | 122 414 CHF | 123 471 CHF | 98,99% | 98,99% |
09/08/2024 | 1,27% | 2,52 CHF | 2,53 CHF | 110 000 | 110 000 | 47 941 | 47 941 | 121 617 CHF | 122 770 CHF | 97,63% | 97,63% |
08/08/2024 | 1,35% | 2,35 CHF | 2,36 CHF | 110 000 | 110 000 | 49 066 | 49 066 | 106 889 CHF | 107 933 CHF | 99,64% | 99,64% |
07/08/2024 | 1,21% | 2,20 CHF | 2,21 CHF | 120 000 | 120 000 | 49 972 | 49 972 | 117 157 CHF | 118 232 CHF | 98,67% | 98,67% |
06/08/2024 | 1,44% | 2,34 CHF | 2,35 CHF | 110 000 | 110 000 | 46 401 | 46 401 | 107 149 CHF | 108 207 CHF | 98,89% | 98,89% |
02/08/2024 | 1,56% | 2,24 CHF | 2,25 CHF | 110 000 | 110 000 | 48 146 | 48 146 | 111 071 CHF | 112 390 CHF | 98,75% | 98,75% |
30/07/2024 | 1,04% | 3,19 CHF | 3,20 CHF | 90 000 | 90 000 | 36 574 | 36 574 | 124 602 CHF | 125 531 CHF | 99,80% | 99,80% |