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 | 1,18% | 1,30 CHF | 1,31 CHF | 70 000 | 70 000 | 32 793 | 32 793 | 43 032 CHF | 43 468 CHF | 99,46% | 99,46% |
14/08/2024 | 1,18% | 1,30 CHF | 1,31 CHF | 70 000 | 70 000 | 32 946 | 32 946 | 42 979 CHF | 43 416 CHF | 98,22% | 98,22% |
13/08/2024 | 1,19% | 1,30 CHF | 1,31 CHF | 70 000 | 70 000 | 32 735 | 32 735 | 42 781 CHF | 43 216 CHF | 99,95% | 99,95% |
12/08/2024 | 1,19% | 1,29 CHF | 1,30 CHF | 70 000 | 70 000 | 32 734 | 32 734 | 42 451 CHF | 42 887 CHF | 98,83% | 98,83% |
09/08/2024 | 1,19% | 1,29 CHF | 1,30 CHF | 70 000 | 70 000 | 32 857 | 32 857 | 42 378 CHF | 42 815 CHF | 99,51% | 99,51% |
08/08/2024 | 1,20% | 1,29 CHF | 1,30 CHF | 70 000 | 70 000 | 32 811 | 32 811 | 42 540 CHF | 42 976 CHF | 99,34% | 99,34% |
07/08/2024 | 1,20% | 1,35 CHF | 1,36 CHF | 60 000 | 60 000 | 32 124 | 32 124 | 42 064 CHF | 42 493 CHF | 99,39% | 99,39% |
06/08/2024 | 1,33% | 1,29 CHF | 1,30 CHF | 70 000 | 70 000 | 32 932 | 32 932 | 41 976 CHF | 42 439 CHF | 97,79% | 97,79% |
02/08/2024 | 1,18% | 1,33 CHF | 1,34 CHF | 70 000 | 70 000 | 31 890 | 31 890 | 42 405 CHF | 42 833 CHF | 96,63% | 96,63% |
30/07/2024 | 1,30% | 1,17 CHF | 1,18 CHF | 70 000 | 70 000 | 32 812 | 32 812 | 39 038 CHF | 39 474 CHF | 99,32% | 99,32% |