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 | 2,31% | 1,31 CHF | 1,34 CHF | 40 000 | 40 000 | 39 996 | 39 996 | 51 296 CHF | 52 496 CHF | 100,00% | 100,00% |
14/08/2024 | 2,28% | 1,28 CHF | 1,31 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 52 101 CHF | 53 301 CHF | 99,26% | 99,26% |
13/08/2024 | 2,40% | 1,25 CHF | 1,28 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 49 474 CHF | 50 674 CHF | 99,91% | 99,91% |
12/08/2024 | 2,42% | 1,23 CHF | 1,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 942 CHF | 50 142 CHF | 99,33% | 99,33% |
09/08/2024 | 2,42% | 1,25 CHF | 1,28 CHF | 40 000 | 40 000 | 39 998 | 39 998 | 48 933 CHF | 50 133 CHF | 100,00% | 100,00% |
08/08/2024 | 2,64% | 1,17 CHF | 1,20 CHF | 40 000 | 40 000 | 41 589 | 41 589 | 46 527 CHF | 47 775 CHF | 99,35% | 99,35% |
07/08/2024 | 2,46% | 1,20 CHF | 1,23 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 105 CHF | 49 305 CHF | 99,99% | 99,99% |
06/08/2024 | 2,68% | 1,13 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 236 CHF | 56 736 CHF | 100,00% | 100,00% |
02/08/2024 | 2,50% | 1,16 CHF | 1,19 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 47 393 CHF | 48 593 CHF | 99,99% | 99,99% |
31/07/2024 | 2,33% | 1,25 CHF | 1,28 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 50 891 CHF | 52 091 CHF | 40,24% | 40,24% |