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 | 1,78% | 1,72 CHF | 1,75 CHF | 25 000 | 25 000 | 24 798 | 24 798 | 41 850 CHF | 42 598 CHF | 98,36% | 98,36% |
14/08/2024 | 1,79% | 1,68 CHF | 1,71 CHF | 25 000 | 25 000 | 24 608 | 24 608 | 41 961 CHF | 42 711 CHF | 95,02% | 95,02% |
13/08/2024 | 1,82% | 1,65 CHF | 1,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 866 CHF | 41 616 CHF | 97,10% | 97,10% |
12/08/2024 | 1,83% | 1,63 CHF | 1,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 513 CHF | 41 263 CHF | 90,98% | 90,98% |
09/08/2024 | 1,83% | 1,65 CHF | 1,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 508 CHF | 41 258 CHF | 100,00% | 100,00% |
08/08/2024 | 1,96% | 1,56 CHF | 1,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 937 CHF | 38 687 CHF | 77,59% | 77,59% |
07/08/2024 | 1,71% | 1,59 CHF | 1,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 830 CHF | 40 517 CHF | 100,00% | 100,00% |
06/08/2024 | 2,50% | 1,51 CHF | 1,54 CHF | 25 000 | 25 000 | 19 815 | 19 815 | 29 324 CHF | 30 012 CHF | 98,78% | 98,78% |
02/08/2024 | 4,40% | 1,53 CHF | 1,60 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 7 771 CHF | 8 121 CHF | 89,10% | 89,10% |
31/07/2024 | 1,90% | 1,64 CHF | 1,67 CHF | 25 000 | 25 000 | 24 180 | 24 180 | 40 075 CHF | 40 833 CHF | 29,49% | 29,49% |