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 | 2,48% | 1,24 CHF | 1,27 CHF | 25 000 | 25 000 | 24 798 | 24 798 | 29 919 CHF | 30 668 CHF | 98,36% | 98,36% |
14/08/2024 | 2,50% | 1,20 CHF | 1,23 CHF | 25 000 | 25 000 | 24 608 | 24 608 | 30 109 CHF | 30 863 CHF | 95,01% | 95,01% |
13/08/2024 | 2,57% | 1,17 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 820 CHF | 29 570 CHF | 97,10% | 97,10% |
12/08/2024 | 2,60% | 1,15 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 451 CHF | 29 201 CHF | 90,98% | 90,98% |
09/08/2024 | 2,60% | 1,17 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 453 CHF | 29 203 CHF | 99,04% | 99,04% |
08/08/2024 | 2,86% | 1,08 CHF | 1,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 876 CHF | 26 626 CHF | 79,99% | 79,99% |
07/08/2024 | 2,67% | 1,11 CHF | 1,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 767 CHF | 28 517 CHF | 100,00% | 100,00% |
06/08/2024 | 3,76% | 1,03 CHF | 1,06 CHF | 25 000 | 25 000 | 19 815 | 19 815 | 19 778 CHF | 20 476 CHF | 98,78% | 98,78% |
02/08/2024 | 6,31% | 1,05 CHF | 1,12 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 5 371 CHF | 5 721 CHF | 89,10% | 89,10% |
31/07/2024 | 2,66% | 1,16 CHF | 1,19 CHF | 25 000 | 25 000 | 24 180 | 24 180 | 28 463 CHF | 29 223 CHF | 29,49% | 29,49% |