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 | 1,66% | 1,80 CHF | 1,83 CHF | 72 500 | 72 500 | 72 360 | 72 360 | 129 927 CHF | 132 099 CHF | 99,99% | 99,99% |
14/08/2024 | 1,67% | 1,78 CHF | 1,81 CHF | 72 600 | 72 600 | 72 600 | 72 600 | 128 968 CHF | 131 146 CHF | 99,26% | 99,26% |
13/08/2024 | 1,54% | 1,78 CHF | 1,81 CHF | 74 600 | 74 600 | 74 837 | 74 837 | 130 592 CHF | 132 619 CHF | 100,00% | 100,00% |
12/08/2024 | 1,67% | 1,75 CHF | 1,78 CHF | 70 500 | 70 500 | 70 394 | 70 394 | 125 077 CHF | 127 188 CHF | 99,33% | 99,33% |
09/08/2024 | 1,61% | 1,85 CHF | 1,88 CHF | 68 500 | 68 500 | 68 615 | 68 615 | 126 606 CHF | 128 664 CHF | 100,00% | 100,00% |
08/08/2024 | 1,66% | 1,89 CHF | 1,92 CHF | 67 100 | 67 100 | 67 583 | 67 583 | 120 967 CHF | 122 996 CHF | 99,91% | 99,91% |
07/08/2024 | 1,56% | 1,95 CHF | 1,98 CHF | 71 700 | 71 700 | 71 960 | 71 960 | 137 347 CHF | 139 506 CHF | 99,94% | 99,94% |
06/08/2024 | 1,69% | 1,77 CHF | 1,80 CHF | 73 800 | 73 800 | 74 089 | 74 089 | 130 077 CHF | 132 300 CHF | 99,79% | 99,79% |
02/08/2024 | 1,49% | 1,90 CHF | 1,93 CHF | 57 200 | 57 200 | 56 368 | 56 368 | 112 839 CHF | 114 530 CHF | 99,81% | 99,81% |
30/07/2024 | 1,33% | 2,24 CHF | 2,27 CHF | 58 100 | 58 100 | 58 323 | 58 323 | 130 959 CHF | 132 709 CHF | 99,98% | 99,98% |