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 | 0,65% | 1,64 CHF | 1,65 CHF | 85 800 | 85 800 | 86 318 | 86 318 | 132 588 CHF | 133 452 CHF | 100,00% | 100,00% |
14/08/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 88 200 | 88 200 | 88 612 | 88 612 | 132 928 CHF | 133 814 CHF | 99,25% | 99,25% |
13/08/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 91 100 | 91 100 | 91 100 | 91 100 | 127 195 CHF | 128 106 CHF | 100,00% | 100,00% |
12/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 94 400 | 94 400 | 94 400 | 94 400 | 132 217 CHF | 133 161 CHF | 98,49% | 98,49% |
09/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 98 400 | 98 400 | 97 699 | 97 699 | 131 107 CHF | 132 084 CHF | 99,98% | 99,98% |
08/08/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 99 700 | 99 700 | 101 273 | 101 273 | 123 391 CHF | 124 404 CHF | 99,91% | 99,91% |
07/08/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 106 800 | 106 800 | 107 173 | 107 173 | 135 853 CHF | 136 924 CHF | 99,94% | 99,94% |
06/08/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 104 700 | 104 700 | 104 633 | 104 633 | 122 191 CHF | 123 237 CHF | 99,83% | 99,83% |
02/08/2024 | 0,67% | 1,39 CHF | 1,40 CHF | 77 500 | 77 500 | 77 250 | 77 250 | 115 063 CHF | 115 836 CHF | 99,80% | 99,80% |
30/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 74 500 | 74 500 | 74 500 | 74 500 | 131 459 CHF | 132 204 CHF | 99,98% | 99,98% |