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 | 1,20% | 0,88 CHF | 0,89 CHF | 105 000 | 105 000 | 107 987 | 107 987 | 89 590 CHF | 90 669 CHF | 100,00% | 100,00% |
14/08/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 109 000 | 109 000 | 110 773 | 110 773 | 87 202 CHF | 88 309 CHF | 99,69% | 99,69% |
13/08/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 111 000 | 111 000 | 112 652 | 112 652 | 85 583 CHF | 86 709 CHF | 99,74% | 99,74% |
12/08/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 113 000 | 113 000 | 113 033 | 113 033 | 84 752 CHF | 85 882 CHF | 99,07% | 99,07% |
09/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 115 000 | 115 000 | 114 083 | 114 083 | 84 902 CHF | 86 042 CHF | 100,00% | 100,00% |
08/08/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 115 000 | 115 000 | 115 497 | 115 497 | 83 975 CHF | 85 130 CHF | 100,00% | 100,00% |
07/08/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 113 000 | 113 000 | 115 186 | 115 186 | 83 897 CHF | 85 049 CHF | 100,00% | 100,00% |
06/08/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 118 000 | 118 000 | 117 248 | 117 248 | 82 428 CHF | 83 601 CHF | 99,97% | 99,97% |
02/08/2024 | 1,24% | 0,78 CHF | 0,79 CHF | 113 000 | 113 000 | 111 163 | 111 163 | 88 741 CHF | 89 852 CHF | 100,00% | 100,00% |
30/07/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 107 000 | 107 000 | 108 573 | 108 573 | 88 910 CHF | 89 996 CHF | 100,00% | 100,00% |