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 | 1,32% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 37 652 | 37 652 | 50 817 CHF | 51 349 CHF | 98,11% | 98,11% |
14/08/2024 | 1,16% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 59 250 | 59 250 | 80 384 CHF | 81 078 CHF | 40,48% | 40,48% |
13/08/2024 | 1,40% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 38 715 | 38 715 | 48 500 CHF | 49 041 CHF | 92,52% | 92,52% |
12/08/2024 | 1,42% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 37 469 | 37 469 | 46 841 CHF | 47 372 CHF | 99,14% | 99,14% |
09/08/2024 | 1,37% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 36 398 | 36 398 | 48 366 CHF | 48 889 CHF | 98,11% | 98,11% |
08/08/2024 | 1,30% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 53 723 | 38 298 | 71 827 CHF | 51 251 CHF | 94,07% | 94,07% |
07/08/2024 | 1,32% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 55 402 | 40 536 | 72 480 CHF | 53 458 CHF | 82,80% | 82,80% |
06/08/2024 | 1,35% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 50 282 | 33 709 | 68 765 CHF | 47 089 CHF | 93,08% | 93,08% |
02/08/2024 | 1,54% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 71 907 | 71 907 | 84 425 CHF | 85 465 CHF | 95,95% | 95,95% |
30/07/2024 | 1,58% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 74 346 | 74 346 | 83 434 CHF | 84 491 CHF | 98,99% | 98,99% |