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 | 1,86% | 1,19 CHF | 1,20 CHF | 40 000 | 40 000 | 18 644 | 18 644 | 22 886 CHF | 23 228 CHF | 99,33% | 99,33% |
14/08/2024 | 1,87% | 1,22 CHF | 1,23 CHF | 40 000 | 40 000 | 18 746 | 18 746 | 23 008 CHF | 23 350 CHF | 98,39% | 98,39% |
13/08/2024 | 1,92% | 1,22 CHF | 1,23 CHF | 40 000 | 40 000 | 18 581 | 18 581 | 22 730 CHF | 23 072 CHF | 99,69% | 99,69% |
12/08/2024 | 1,92% | 1,19 CHF | 1,20 CHF | 40 000 | 40 000 | 18 644 | 18 644 | 22 447 CHF | 22 790 CHF | 98,89% | 98,89% |
09/08/2024 | 1,89% | 1,20 CHF | 1,21 CHF | 40 000 | 40 000 | 18 688 | 18 688 | 22 438 CHF | 22 781 CHF | 99,60% | 99,60% |
08/08/2024 | 1,90% | 1,21 CHF | 1,22 CHF | 40 000 | 40 000 | 18 689 | 18 689 | 22 806 CHF | 23 149 CHF | 99,41% | 99,41% |
07/08/2024 | 1,91% | 1,31 CHF | 1,32 CHF | 40 000 | 40 000 | 18 697 | 18 697 | 23 357 CHF | 23 699 CHF | 99,36% | 99,36% |
06/08/2024 | 2,17% | 1,23 CHF | 1,24 CHF | 40 000 | 40 000 | 19 107 | 19 107 | 22 996 CHF | 23 368 CHF | 92,82% | 92,82% |
02/08/2024 | 1,89% | 1,29 CHF | 1,30 CHF | 40 000 | 40 000 | 17 735 | 17 735 | 22 556 CHF | 22 889 CHF | 96,66% | 96,66% |
30/07/2024 | 2,35% | 0,93 CHF | 0,94 CHF | 40 000 | 40 000 | 18 675 | 18 675 | 18 155 CHF | 18 498 CHF | 99,36% | 99,36% |