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 | 1,77% | 1,71 CHF | 1,72 CHF | 80 000 | 80 000 | 36 560 | 36 560 | 63 691 CHF | 64 551 CHF | 99,90% | 99,90% |
14/08/2024 | 1,70% | 1,81 CHF | 1,82 CHF | 84 000 | 84 000 | 37 663 | 37 663 | 68 017 CHF | 68 893 CHF | 99,27% | 99,27% |
13/08/2024 | 1,60% | 1,86 CHF | 1,87 CHF | 84 000 | 84 000 | 38 663 | 38 663 | 73 830 CHF | 74 737 CHF | 99,92% | 99,92% |
12/08/2024 | 1,62% | 1,93 CHF | 1,94 CHF | 86 000 | 86 000 | 38 786 | 38 786 | 74 604 CHF | 75 512 CHF | 99,83% | 99,83% |
09/08/2024 | 1,60% | 1,96 CHF | 1,97 CHF | 88 000 | 88 000 | 39 131 | 39 131 | 76 091 CHF | 77 003 CHF | 99,90% | 99,90% |
08/08/2024 | 1,56% | 1,94 CHF | 1,95 CHF | 86 000 | 86 000 | 39 378 | 39 378 | 77 794 CHF | 78 713 CHF | 99,75% | 99,75% |
07/08/2024 | 1,63% | 1,92 CHF | 1,93 CHF | 86 000 | 86 000 | 38 876 | 38 876 | 73 924 CHF | 74 833 CHF | 99,92% | 99,92% |
06/08/2024 | 3,08% | 1,97 CHF | 1,98 CHF | 90 000 | 90 000 | 29 500 | 29 500 | 57 490 CHF | 58 398 CHF | 99,97% | 99,97% |
02/08/2024 | 1,62% | 1,89 CHF | 1,90 CHF | 86 000 | 86 000 | 38 694 | 38 694 | 73 860 CHF | 74 762 CHF | 99,97% | 99,97% |
30/07/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 78 000 | 78 000 | 34 963 | 34 963 | 58 567 CHF | 58 918 CHF | 99,41% | 99,41% |