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 | 1,19% | 2,04 CHF | 2,05 CHF | 88 000 | 88 000 | 35 125 | 35 125 | 70 904 CHF | 71 511 CHF | 99,88% | 99,88% |
14/08/2024 | 1,25% | 1,97 CHF | 1,98 CHF | 90 000 | 90 000 | 34 959 | 34 959 | 66 575 CHF | 67 171 CHF | 99,70% | 99,70% |
13/08/2024 | 1,50% | 1,67 CHF | 1,68 CHF | 96 000 | 96 000 | 38 636 | 38 636 | 61 186 CHF | 61 856 CHF | 99,99% | 99,99% |
12/08/2024 | 1,51% | 1,59 CHF | 1,60 CHF | 96 000 | 96 000 | 38 676 | 38 676 | 60 393 CHF | 61 062 CHF | 99,02% | 99,02% |
09/08/2024 | 1,44% | 1,56 CHF | 1,57 CHF | 98 000 | 98 000 | 38 874 | 38 874 | 60 968 CHF | 61 634 CHF | 97,40% | 97,40% |
08/08/2024 | 1,37% | 1,37 CHF | 1,38 CHF | 100 000 | 100 000 | 41 148 | 41 148 | 49 247 CHF | 49 771 CHF | 99,91% | 99,91% |
07/08/2024 | 1,24% | 1,21 CHF | 1,22 CHF | 104 000 | 104 000 | 40 754 | 40 754 | 55 677 CHF | 56 244 CHF | 97,56% | 97,56% |
06/08/2024 | 1,35% | 1,36 CHF | 1,37 CHF | 102 000 | 102 000 | 38 812 | 38 812 | 51 613 CHF | 52 128 CHF | 99,11% | 99,11% |
02/08/2024 | 1,83% | 1,28 CHF | 1,29 CHF | 104 000 | 104 000 | 40 061 | 40 061 | 53 621 CHF | 54 363 CHF | 99,46% | 99,46% |
30/07/2024 | 0,91% | 2,26 CHF | 2,27 CHF | 84 000 | 84 000 | 31 974 | 31 974 | 78 986 CHF | 79 531 CHF | 99,87% | 99,87% |