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 | 3,55% | 1,14 CHF | 1,18 CHF | 25 000 | 25 000 | 24 798 | 24 798 | 27 684 CHF | 28 681 CHF | 98,36% | 98,36% |
14/08/2024 | 3,55% | 1,11 CHF | 1,15 CHF | 25 000 | 25 000 | 24 608 | 24 608 | 27 874 CHF | 28 876 CHF | 95,01% | 95,01% |
13/08/2024 | 3,67% | 1,09 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 745 CHF | 27 745 CHF | 96,74% | 96,74% |
12/08/2024 | 3,71% | 1,07 CHF | 1,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 451 CHF | 27 451 CHF | 90,98% | 90,98% |
09/08/2024 | 3,70% | 1,08 CHF | 1,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 499 CHF | 27 499 CHF | 100,00% | 100,00% |
08/08/2024 | 4,04% | 1,01 CHF | 1,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 227 CHF | 25 226 CHF | 76,59% | 76,59% |
07/08/2024 | 3,73% | 1,04 CHF | 1,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 905 CHF | 26 889 CHF | 100,00% | 100,00% |
06/08/2024 | 4,97% | 0,97 CHF | 1,01 CHF | 25 000 | 25 000 | 19 815 | 19 815 | 18 495 CHF | 19 375 CHF | 98,78% | 98,78% |
02/08/2024 | 7,77% | 0,97 CHF | 1,05 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 4 977 CHF | 5 379 CHF | 92,59% | 92,59% |
31/07/2024 | 3,75% | 1,08 CHF | 1,12 CHF | 25 000 | 25 000 | 24 145 | 24 145 | 26 385 CHF | 27 380 CHF | 29,57% | 29,57% |