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 | 0,59% | 1,61 CHF | 1,62 CHF | 91 500 | 91 500 | 87 972 | 87 972 | 148 823 CHF | 149 704 CHF | 99,99% | 99,99% |
14/08/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 85 700 | 85 700 | 81 007 | 81 007 | 146 401 CHF | 147 211 CHF | 99,62% | 99,62% |
13/08/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 78 000 | 78 000 | 80 055 | 80 055 | 158 704 CHF | 159 504 CHF | 99,68% | 99,68% |
12/08/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 81 400 | 81 400 | 74 949 | 74 949 | 145 053 CHF | 145 802 CHF | 99,78% | 99,78% |
09/08/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 70 700 | 70 700 | 64 522 | 64 522 | 139 090 CHF | 139 735 CHF | 99,97% | 99,97% |
08/08/2024 | 0,41% | 2,19 CHF | 2,20 CHF | 60 400 | 60 400 | 64 111 | 64 111 | 156 772 CHF | 157 413 CHF | 99,88% | 99,88% |
07/08/2024 | 0,66% | 2,11 CHF | 2,12 CHF | 66 600 | 66 600 | 57 974 | 57 974 | 139 311 CHF | 140 203 CHF | 99,94% | 99,94% |
06/08/2024 | 0,68% | 2,94 CHF | 2,96 CHF | 52 200 | 52 200 | 50 693 | 50 693 | 148 125 CHF | 149 139 CHF | 99,55% | 99,55% |
02/08/2024 | 0,40% | 2,70 CHF | 2,71 CHF | 63 900 | 63 900 | 67 125 | 67 125 | 167 575 CHF | 168 247 CHF | 99,00% | 99,00% |
30/07/2024 | 0,56% | 1,86 CHF | 1,87 CHF | 89 500 | 89 500 | 87 083 | 87 083 | 155 475 CHF | 156 346 CHF | 99,53% | 99,53% |