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 | 1,05% | 1,15 CHF | 1,16 CHF | 130 000 | 130 000 | 57 058 | 57 058 | 57 986 CHF | 58 557 CHF | 99,90% | 99,90% |
14/08/2024 | 1,27% | 0,91 CHF | 0,92 CHF | 138 000 | 138 000 | 58 118 | 58 118 | 48 356 CHF | 48 940 CHF | 99,55% | 99,55% |
13/08/2024 | 1,46% | 0,75 CHF | 0,76 CHF | 144 000 | 144 000 | 61 319 | 61 319 | 43 153 CHF | 43 767 CHF | 99,99% | 99,99% |
12/08/2024 | 1,64% | 0,71 CHF | 0,72 CHF | 144 000 | 144 000 | 61 765 | 61 765 | 39 064 CHF | 39 683 CHF | 99,02% | 99,02% |
09/08/2024 | 1,77% | 0,62 CHF | 0,63 CHF | 148 000 | 148 000 | 62 077 | 62 077 | 36 004 CHF | 36 626 CHF | 97,69% | 97,69% |
08/08/2024 | 2,82% | 0,47 CHF | 0,48 CHF | 154 000 | 154 000 | 65 738 | 65 738 | 26 119 CHF | 26 777 CHF | 99,78% | 99,78% |
07/08/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 152 000 | 152 000 | 65 658 | 65 658 | 32 913 CHF | 33 571 CHF | 96,55% | 96,55% |
06/08/2024 | 2,36% | 0,37 CHF | 0,38 CHF | 158 000 | 158 000 | 64 205 | 64 205 | 28 591 CHF | 29 267 CHF | 99,39% | 99,39% |
02/08/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 148 000 | 148 000 | 58 647 | 58 647 | 43 258 CHF | 43 936 CHF | 99,60% | 99,60% |
30/07/2024 | 0,81% | 1,11 CHF | 1,12 CHF | 130 000 | 130 000 | 53 888 | 53 888 | 66 630 CHF | 67 169 CHF | 99,89% | 99,89% |