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 | 1,29% | 0,82 CHF | 0,83 CHF | 105 000 | 105 000 | 107 986 | 107 986 | 83 036 CHF | 84 115 CHF | 100,00% | 100,00% |
14/08/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 109 000 | 109 000 | 110 773 | 110 773 | 80 479 CHF | 81 586 CHF | 99,69% | 99,69% |
13/08/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 111 000 | 111 000 | 112 652 | 112 652 | 78 745 CHF | 79 872 CHF | 99,74% | 99,74% |
12/08/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 113 000 | 113 000 | 113 044 | 113 044 | 77 923 CHF | 79 053 CHF | 99,01% | 99,01% |
09/08/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 115 000 | 115 000 | 114 084 | 114 084 | 78 029 CHF | 79 169 CHF | 100,00% | 100,00% |
08/08/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 115 000 | 115 000 | 115 497 | 115 497 | 77 033 CHF | 78 188 CHF | 99,99% | 99,99% |
07/08/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 113 000 | 113 000 | 115 187 | 115 187 | 76 971 CHF | 78 123 CHF | 100,00% | 100,00% |
06/08/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 118 000 | 118 000 | 117 249 | 117 249 | 75 418 CHF | 76 590 CHF | 99,98% | 99,98% |
02/08/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 113 000 | 113 000 | 111 163 | 111 163 | 81 553 CHF | 82 664 CHF | 99,94% | 99,94% |
30/07/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 107 000 | 107 000 | 108 573 | 108 573 | 81 661 CHF | 82 747 CHF | 100,00% | 100,00% |