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 | 3,87% | 1,06 CHF | 1,09 CHF | 50 000 | 50 000 | 26 101 | 26 101 | 28 472 CHF | 29 517 CHF | 99,89% | 99,89% |
14/08/2024 | 3,77% | 1,08 CHF | 1,11 CHF | 50 000 | 50 000 | 26 089 | 26 089 | 28 367 CHF | 29 383 CHF | 99,26% | 99,26% |
13/08/2024 | 3,41% | 1,09 CHF | 1,12 CHF | 50 000 | 50 000 | 26 091 | 26 091 | 28 716 CHF | 29 654 CHF | 100,00% | 100,00% |
12/08/2024 | 3,43% | 1,08 CHF | 1,11 CHF | 50 000 | 50 000 | 25 994 | 25 994 | 28 361 CHF | 29 298 CHF | 99,79% | 99,79% |
09/08/2024 | 3,51% | 1,10 CHF | 1,13 CHF | 50 000 | 50 000 | 26 113 | 26 113 | 28 855 CHF | 29 831 CHF | 99,89% | 99,89% |
08/08/2024 | 3,37% | 1,11 CHF | 1,14 CHF | 50 000 | 50 000 | 26 106 | 26 106 | 29 157 CHF | 30 096 CHF | 99,72% | 99,72% |
07/08/2024 | 3,34% | 1,19 CHF | 1,22 CHF | 40 000 | 40 000 | 25 363 | 25 363 | 28 760 CHF | 29 677 CHF | 99,97% | 99,97% |
06/08/2024 | 3,63% | 1,13 CHF | 1,16 CHF | 50 000 | 50 000 | 26 207 | 26 207 | 29 206 CHF | 30 202 CHF | 97,75% | 97,75% |
02/08/2024 | 3,41% | 1,15 CHF | 1,18 CHF | 40 000 | 40 000 | 18 607 | 18 607 | 20 967 CHF | 21 627 CHF | 99,19% | 99,19% |
30/07/2024 | 4,13% | 0,86 CHF | 0,89 CHF | 50 000 | 50 000 | 26 120 | 26 120 | 23 365 CHF | 24 305 CHF | 99,82% | 99,82% |