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 | 1,29% | 2,90 CHF | 2,91 CHF | 90 000 | 90 000 | 36 945 | 36 945 | 106 310 CHF | 107 249 CHF | 99,57% | 99,57% |
14/08/2024 | 1,35% | 2,82 CHF | 2,83 CHF | 100 000 | 100 000 | 36 762 | 36 762 | 101 497 CHF | 102 393 CHF | 98,28% | 98,28% |
13/08/2024 | 1,51% | 2,53 CHF | 2,54 CHF | 100 000 | 100 000 | 38 768 | 38 768 | 94 917 CHF | 95 878 CHF | 99,45% | 99,45% |
12/08/2024 | 1,52% | 2,45 CHF | 2,46 CHF | 100 000 | 100 000 | 38 647 | 38 647 | 93 875 CHF | 94 831 CHF | 98,34% | 98,34% |
09/08/2024 | 1,47% | 2,42 CHF | 2,43 CHF | 100 000 | 100 000 | 38 781 | 38 781 | 94 302 CHF | 95 252 CHF | 97,34% | 97,34% |
08/08/2024 | 1,44% | 2,24 CHF | 2,25 CHF | 110 000 | 110 000 | 47 698 | 47 698 | 98 407 CHF | 99 440 CHF | 99,10% | 99,10% |
07/08/2024 | 1,27% | 2,08 CHF | 2,09 CHF | 110 000 | 110 000 | 48 241 | 48 241 | 107 760 CHF | 108 821 CHF | 97,08% | 97,08% |
06/08/2024 | 1,53% | 2,23 CHF | 2,24 CHF | 110 000 | 110 000 | 45 028 | 45 028 | 99 017 CHF | 100 069 CHF | 97,24% | 97,24% |
02/08/2024 | 1,78% | 2,14 CHF | 2,15 CHF | 110 000 | 110 000 | 44 252 | 44 252 | 97 804 CHF | 99 072 CHF | 97,18% | 97,18% |
30/07/2024 | 1,07% | 3,12 CHF | 3,13 CHF | 90 000 | 90 000 | 36 123 | 36 123 | 120 581 CHF | 121 511 CHF | 98,95% | 98,95% |