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 | 1,97% | 1,77 CHF | 1,80 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 91 263 CHF | 93 063 CHF | 99,69% | 99,69% |
14/08/2024 | 2,25% | 1,25 CHF | 1,28 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 79 181 CHF | 80 981 CHF | 99,02% | 99,02% |
13/08/2024 | 2,16% | 1,44 CHF | 1,47 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 82 344 CHF | 84 144 CHF | 99,81% | 99,81% |
12/08/2024 | 2,12% | 1,46 CHF | 1,49 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 84 091 CHF | 85 891 CHF | 99,23% | 99,23% |
09/08/2024 | 2,39% | 1,23 CHF | 1,26 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 74 521 CHF | 76 321 CHF | 99,98% | 99,98% |
08/08/2024 | 2,48% | 1,27 CHF | 1,30 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 71 891 CHF | 73 691 CHF | 98,86% | 98,86% |
07/08/2024 | 2,32% | 1,28 CHF | 1,31 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 77 088 CHF | 78 888 CHF | 98,70% | 98,70% |
06/08/2024 | 3,10% | 0,97 CHF | 1,00 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 57 298 CHF | 59 098 CHF | 96,76% | 96,76% |
02/08/2024 | 2,44% | 0,97 CHF | 1,00 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 73 558 CHF | 75 358 CHF | 83,00% | 83,00% |
30/07/2024 | 1,38% | 2,05 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 080 CHF | 109 580 CHF | 99,59% | 99,59% |