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 | 2,11% | 1,43 CHF | 1,44 CHF | 80 000 | 80 000 | 36 561 | 36 561 | 53 328 CHF | 54 188 CHF | 99,90% | 99,90% |
14/08/2024 | 2,02% | 1,52 CHF | 1,53 CHF | 84 000 | 84 000 | 37 664 | 37 664 | 57 381 CHF | 58 257 CHF | 99,27% | 99,27% |
13/08/2024 | 1,88% | 1,57 CHF | 1,58 CHF | 84 000 | 84 000 | 38 660 | 38 660 | 62 852 CHF | 63 759 CHF | 100,00% | 100,00% |
12/08/2024 | 1,90% | 1,64 CHF | 1,65 CHF | 86 000 | 86 000 | 38 782 | 38 782 | 63 569 CHF | 64 477 CHF | 99,82% | 99,82% |
09/08/2024 | 1,87% | 1,68 CHF | 1,69 CHF | 88 000 | 88 000 | 39 130 | 39 130 | 65 059 CHF | 65 970 CHF | 99,90% | 99,90% |
08/08/2024 | 1,82% | 1,65 CHF | 1,66 CHF | 86 000 | 86 000 | 39 381 | 39 381 | 66 635 CHF | 67 554 CHF | 99,81% | 99,81% |
07/08/2024 | 1,92% | 1,64 CHF | 1,65 CHF | 86 000 | 86 000 | 38 876 | 38 876 | 62 956 CHF | 63 865 CHF | 99,92% | 99,92% |
06/08/2024 | 3,59% | 1,69 CHF | 1,70 CHF | 90 000 | 90 000 | 29 506 | 29 506 | 49 244 CHF | 50 153 CHF | 99,98% | 99,98% |
02/08/2024 | 1,90% | 1,61 CHF | 1,62 CHF | 86 000 | 86 000 | 38 702 | 38 702 | 62 919 CHF | 63 820 CHF | 99,99% | 99,99% |
30/07/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 78 000 | 78 000 | 34 963 | 34 963 | 48 517 CHF | 48 868 CHF | 99,41% | 99,41% |