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 | 1,69% | 1,62 CHF | 1,65 CHF | 40 000 | 30 000 | 32 179 | 30 000 | 56 396 CHF | 53 779 CHF | 99,20% | 99,20% |
14/08/2024 | 2,62% | 1,90 CHF | 1,95 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 56 438 CHF | 57 938 CHF | 85,69% | 85,69% |
13/08/2024 | 2,44% | 1,93 CHF | 1,98 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 60 836 CHF | 62 336 CHF | 93,18% | 93,18% |
12/08/2024 | 2,36% | 2,09 CHF | 2,14 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 62 935 CHF | 64 435 CHF | 99,53% | 99,53% |
09/08/2024 | 2,30% | 2,08 CHF | 2,13 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 64 591 CHF | 66 091 CHF | 99,02% | 99,02% |
08/08/2024 | 2,00% | 2,33 CHF | 2,38 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 74 397 CHF | 75 897 CHF | 92,41% | 92,41% |
07/08/2024 | 2,10% | 2,26 CHF | 2,31 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 70 668 CHF | 72 168 CHF | 98,98% | 98,98% |
06/08/2024 | 1,91% | 2,43 CHF | 2,48 CHF | 30 000 | 20 000 | 21 287 | 20 000 | 54 957 CHF | 52 815 CHF | 96,87% | 96,87% |
02/08/2024 | 2,05% | 2,55 CHF | 2,60 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 72 428 CHF | 73 928 CHF | 96,54% | 96,54% |
30/07/2024 | 2,44% | 2,11 CHF | 2,16 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 60 823 CHF | 62 323 CHF | 98,30% | 98,30% |