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 | 1,72% | 54,91 CHF | 55,87 CHF | 1 780 | 1 750 | 1 798 | 1 768 | 97 714 CHF | 97 757 CHF | 99,75% | 99,75% |
14/08/2024 | 1,73% | 53,83 CHF | 54,77 CHF | 1 815 | 1 784 | 1 812 | 1 782 | 97 702 CHF | 97 740 CHF | 99,69% | 99,69% |
13/08/2024 | 1,72% | 53,51 CHF | 54,44 CHF | 1 825 | 1 795 | 1 838 | 1 807 | 97 667 CHF | 97 707 CHF | 99,98% | 99,98% |
12/08/2024 | 1,72% | 52,69 CHF | 53,61 CHF | 1 853 | 1 822 | 1 845 | 1 815 | 97 658 CHF | 97 698 CHF | 99,90% | 99,90% |
09/08/2024 | 1,73% | 52,65 CHF | 53,57 CHF | 1 855 | 1 823 | 1 845 | 1 814 | 97 658 CHF | 97 695 CHF | 99,05% | 99,05% |
08/08/2024 | 1,73% | 52,85 CHF | 53,77 CHF | 1 848 | 1 817 | 1 868 | 1 837 | 97 626 CHF | 97 668 CHF | 99,77% | 99,77% |
07/08/2024 | 1,73% | 53,82 CHF | 54,76 CHF | 1 815 | 1 785 | 1 835 | 1 804 | 97 668 CHF | 97 710 CHF | 99,60% | 99,60% |
06/08/2024 | 1,73% | 51,78 CHF | 52,68 CHF | 1 885 | 1 854 | 1 894 | 1 862 | 97 592 CHF | 97 633 CHF | 99,48% | 99,48% |
02/08/2024 | 1,73% | 53,21 CHF | 54,14 CHF | 1 836 | 1 805 | 1 810 | 1 780 | 97 703 CHF | 97 742 CHF | 99,26% | 99,26% |
30/07/2024 | 1,73% | 56,42 CHF | 57,40 CHF | 1 734 | 1 705 | 1 722 | 1 693 | 97 820 CHF | 97 856 CHF | 99,98% | 99,98% |