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% | 2,82 CHF | 2,83 CHF | 100 000 | 100 000 | 39 010 | 39 010 | 109 114 CHF | 110 072 CHF | 99,89% | 99,89% |
14/08/2024 | 1,39% | 2,75 CHF | 2,76 CHF | 100 000 | 100 000 | 37 222 | 37 222 | 99 874 CHF | 100 771 CHF | 99,11% | 99,11% |
13/08/2024 | 1,21% | 2,47 CHF | 2,48 CHF | 110 000 | 110 000 | 48 909 | 48 909 | 116 716 CHF | 117 781 CHF | 99,99% | 99,99% |
12/08/2024 | 1,22% | 2,41 CHF | 2,42 CHF | 110 000 | 110 000 | 48 460 | 48 460 | 115 014 CHF | 116 072 CHF | 98,97% | 98,97% |
09/08/2024 | 1,21% | 2,37 CHF | 2,38 CHF | 110 000 | 110 000 | 47 868 | 47 868 | 114 220 CHF | 115 263 CHF | 98,08% | 98,08% |
08/08/2024 | 1,45% | 2,20 CHF | 2,21 CHF | 110 000 | 110 000 | 49 436 | 49 436 | 100 653 CHF | 101 699 CHF | 99,89% | 99,89% |
07/08/2024 | 1,28% | 2,06 CHF | 2,07 CHF | 120 000 | 120 000 | 50 141 | 50 141 | 110 227 CHF | 111 301 CHF | 98,44% | 98,44% |
06/08/2024 | 1,54% | 2,20 CHF | 2,21 CHF | 120 000 | 120 000 | 47 551 | 47 551 | 103 095 CHF | 104 165 CHF | 98,95% | 98,95% |
02/08/2024 | 1,66% | 2,10 CHF | 2,11 CHF | 110 000 | 110 000 | 48 540 | 48 540 | 104 830 CHF | 106 151 CHF | 98,99% | 98,99% |
30/07/2024 | 1,10% | 3,03 CHF | 3,04 CHF | 90 000 | 90 000 | 36 556 | 36 556 | 118 294 CHF | 119 224 CHF | 99,76% | 99,76% |