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 | 2,28% | 1,32 CHF | 1,33 CHF | 80 000 | 80 000 | 36 561 | 36 561 | 49 267 CHF | 50 127 CHF | 99,90% | 99,90% |
14/08/2024 | 2,17% | 1,41 CHF | 1,42 CHF | 84 000 | 84 000 | 37 663 | 37 663 | 53 214 CHF | 54 090 CHF | 99,27% | 99,27% |
13/08/2024 | 2,01% | 1,46 CHF | 1,47 CHF | 84 000 | 84 000 | 38 659 | 38 659 | 58 557 CHF | 59 463 CHF | 100,00% | 100,00% |
12/08/2024 | 2,04% | 1,53 CHF | 1,54 CHF | 86 000 | 86 000 | 38 784 | 38 784 | 59 242 CHF | 60 150 CHF | 99,83% | 99,83% |
09/08/2024 | 2,00% | 1,57 CHF | 1,58 CHF | 88 000 | 88 000 | 39 129 | 39 129 | 60 728 CHF | 61 639 CHF | 99,90% | 99,90% |
08/08/2024 | 1,94% | 1,54 CHF | 1,55 CHF | 86 000 | 86 000 | 39 385 | 39 385 | 62 302 CHF | 63 221 CHF | 99,82% | 99,82% |
07/08/2024 | 2,06% | 1,52 CHF | 1,53 CHF | 86 000 | 86 000 | 38 875 | 38 875 | 58 665 CHF | 59 574 CHF | 99,92% | 99,92% |
06/08/2024 | 3,84% | 1,58 CHF | 1,59 CHF | 90 000 | 90 000 | 29 497 | 29 497 | 46 007 CHF | 46 916 CHF | 99,97% | 99,97% |
02/08/2024 | 2,03% | 1,50 CHF | 1,51 CHF | 86 000 | 86 000 | 38 696 | 38 696 | 58 601 CHF | 59 503 CHF | 99,98% | 99,98% |
30/07/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 78 000 | 78 000 | 34 962 | 34 962 | 44 565 CHF | 44 916 CHF | 99,41% | 99,41% |