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 | 1,00% | 1,20 CHF | 1,21 CHF | 132 000 | 132 000 | 61 331 | 61 331 | 64 166 CHF | 64 781 CHF | 99,88% | 99,88% |
14/08/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 140 000 | 140 000 | 63 072 | 63 072 | 61 261 CHF | 61 893 CHF | 99,27% | 99,27% |
13/08/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 142 000 | 142 000 | 63 612 | 63 612 | 59 117 CHF | 59 754 CHF | 99,99% | 99,99% |
12/08/2024 | 0,94% | 1,00 CHF | 1,01 CHF | 138 000 | 138 000 | 61 004 | 61 004 | 64 868 CHF | 65 480 CHF | 99,84% | 99,84% |
09/08/2024 | 2,51% | 1,02 CHF | 1,03 CHF | 138 000 | 138 000 | 40 211 | 40 211 | 41 716 CHF | 42 557 CHF | 99,85% | 99,85% |
08/08/2024 | 1,05% | 1,06 CHF | 1,07 CHF | 138 000 | 138 000 | 62 899 | 62 899 | 61 976 CHF | 62 607 CHF | 99,89% | 99,89% |
07/08/2024 | 1,01% | 1,05 CHF | 1,06 CHF | 138 000 | 138 000 | 61 674 | 61 674 | 63 607 CHF | 64 229 CHF | 99,94% | 99,94% |
06/08/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 142 000 | 142 000 | 62 622 | 62 622 | 64 704 CHF | 65 379 CHF | 99,84% | 99,84% |
02/08/2024 | 1,64% | 1,24 CHF | 1,25 CHF | 132 000 | 132 000 | 42 416 | 42 416 | 57 168 CHF | 57 824 CHF | 99,76% | 99,76% |
30/07/2024 | 0,63% | 2,70 CHF | 2,71 CHF | 94 000 | 94 000 | 41 170 | 41 170 | 116 893 CHF | 117 518 CHF | 99,89% | 99,89% |