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 | 0,36% | 130,20 CHF | 130,40 CHF | 1 700 | 1 700 | 955 | 955 | 124 204 CHF | 124 588 CHF | 99,86% | 99,86% |
14/08/2024 | 0,38% | 124,20 CHF | 124,40 CHF | 1 800 | 1 800 | 1 032 | 1 032 | 127 140 CHF | 127 560 CHF | 99,63% | 99,63% |
13/08/2024 | 0,40% | 120,80 CHF | 121,00 CHF | 1 900 | 1 900 | 1 081 | 1 081 | 126 039 CHF | 126 473 CHF | 99,99% | 99,99% |
12/08/2024 | 0,41% | 114,00 CHF | 114,20 CHF | 1 900 | 1 900 | 1 080 | 1 080 | 122 492 CHF | 122 927 CHF | 99,99% | 99,99% |
09/08/2024 | 0,28% | 110,00 CHF | 110,20 CHF | 2 100 | 2 100 | 1 161 | 1 161 | 127 433 CHF | 127 750 CHF | 99,42% | 99,42% |
08/08/2024 | 0,24% | 107,00 CHF | 107,10 CHF | 2 200 | 2 200 | 1 190 | 1 190 | 124 600 CHF | 124 870 CHF | 99,24% | 99,24% |
07/08/2024 | 0,27% | 113,20 CHF | 113,40 CHF | 2 100 | 2 100 | 1 181 | 1 181 | 132 572 CHF | 132 891 CHF | 99,37% | 99,37% |
06/08/2024 | 0,26% | 107,00 CHF | 107,20 CHF | 2 200 | 2 200 | 1 174 | 1 174 | 121 232 CHF | 121 500 CHF | 98,35% | 98,35% |
02/08/2024 | 0,26% | 114,00 CHF | 114,20 CHF | 1 800 | 1 800 | 961 | 961 | 113 321 CHF | 113 592 CHF | 91,95% | 91,95% |
30/07/2024 | 0,24% | 142,80 CHF | 143,00 CHF | 1 500 | 1 500 | 802 | 802 | 120 838 CHF | 121 097 CHF | 99,05% | 99,05% |