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 | 1,16% | 1,05 CHF | 1,06 CHF | 130 000 | 130 000 | 57 047 | 57 047 | 52 752 CHF | 53 323 CHF | 99,89% | 99,89% |
14/08/2024 | 1,43% | 0,82 CHF | 0,83 CHF | 138 000 | 138 000 | 58 118 | 58 118 | 43 048 CHF | 43 632 CHF | 99,54% | 99,54% |
13/08/2024 | 1,67% | 0,66 CHF | 0,67 CHF | 144 000 | 144 000 | 61 317 | 61 317 | 37 554 CHF | 38 168 CHF | 99,99% | 99,99% |
12/08/2024 | 1,92% | 0,62 CHF | 0,63 CHF | 144 000 | 144 000 | 61 738 | 61 738 | 33 385 CHF | 34 004 CHF | 99,08% | 99,08% |
09/08/2024 | 2,10% | 0,53 CHF | 0,54 CHF | 148 000 | 148 000 | 62 067 | 62 067 | 30 340 CHF | 30 961 CHF | 97,69% | 97,69% |
08/08/2024 | 3,46% | 0,38 CHF | 0,39 CHF | 154 000 | 154 000 | 65 717 | 65 717 | 21 211 CHF | 21 869 CHF | 99,77% | 99,77% |
07/08/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 152 000 | 152 000 | 65 652 | 65 652 | 27 003 CHF | 27 660 CHF | 96,54% | 96,54% |
06/08/2024 | 2,87% | 0,31 CHF | 0,32 CHF | 158 000 | 158 000 | 64 257 | 64 257 | 23 480 CHF | 24 156 CHF | 99,43% | 99,43% |
02/08/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 148 000 | 148 000 | 58 593 | 58 593 | 37 853 CHF | 38 530 CHF | 99,51% | 99,51% |
30/07/2024 | 0,87% | 1,02 CHF | 1,03 CHF | 130 000 | 130 000 | 53 873 | 53 873 | 61 598 CHF | 62 138 CHF | 99,87% | 99,87% |