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 | 1,48% | 1,21 CHF | 1,22 CHF | 84 000 | 84 000 | 37 584 | 37 584 | 45 493 CHF | 46 064 CHF | 99,89% | 99,89% |
14/08/2024 | 1,51% | 1,20 CHF | 1,21 CHF | 84 000 | 84 000 | 38 189 | 38 189 | 45 415 CHF | 45 995 CHF | 99,27% | 99,27% |
13/08/2024 | 1,53% | 1,18 CHF | 1,19 CHF | 85 000 | 85 000 | 37 927 | 37 927 | 44 535 CHF | 45 109 CHF | 100,00% | 100,00% |
12/08/2024 | 1,48% | 1,16 CHF | 1,17 CHF | 85 000 | 85 000 | 37 689 | 37 689 | 45 079 CHF | 45 651 CHF | 99,03% | 99,03% |
09/08/2024 | 1,48% | 1,21 CHF | 1,22 CHF | 84 000 | 84 000 | 37 700 | 37 700 | 45 478 CHF | 46 049 CHF | 99,89% | 99,89% |
08/08/2024 | 1,51% | 1,21 CHF | 1,22 CHF | 84 000 | 84 000 | 38 198 | 38 198 | 45 402 CHF | 45 984 CHF | 99,93% | 99,93% |
07/08/2024 | 1,53% | 1,23 CHF | 1,24 CHF | 84 000 | 84 000 | 38 240 | 38 240 | 45 443 CHF | 46 025 CHF | 99,98% | 99,98% |
06/08/2024 | 1,65% | 1,21 CHF | 1,22 CHF | 85 000 | 85 000 | 38 747 | 38 747 | 45 476 CHF | 46 096 CHF | 99,91% | 99,91% |
02/08/2024 | 1,54% | 1,15 CHF | 1,16 CHF | 86 000 | 86 000 | 38 290 | 38 290 | 45 506 CHF | 46 089 CHF | 99,85% | 99,85% |
30/07/2024 | 1,64% | 1,12 CHF | 1,13 CHF | 84 000 | 84 000 | 37 702 | 37 702 | 41 328 CHF | 41 899 CHF | 99,90% | 99,90% |