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 | 1,04% | 0,96 CHF | 0,97 CHF | 47 000 | 47 000 | 47 013 | 47 013 | 44 996 CHF | 45 467 CHF | 100,00% | 100,00% |
14/08/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 47 000 | 47 000 | 47 815 | 47 815 | 45 054 CHF | 45 532 CHF | 99,27% | 99,27% |
13/08/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 48 000 | 48 000 | 47 995 | 47 995 | 44 854 CHF | 45 334 CHF | 99,99% | 99,99% |
12/08/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 48 000 | 48 000 | 47 920 | 47 920 | 45 168 CHF | 45 647 CHF | 98,85% | 98,85% |
09/08/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 44 470 CHF | 44 950 CHF | 99,99% | 99,99% |
08/08/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 48 000 | 48 000 | 48 577 | 48 577 | 43 122 CHF | 43 608 CHF | 100,00% | 100,00% |
07/08/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 48 000 | 48 000 | 48 758 | 48 758 | 42 603 CHF | 43 090 CHF | 100,00% | 100,00% |
06/08/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 49 000 | 49 000 | 49 052 | 49 052 | 40 767 CHF | 41 257 CHF | 99,99% | 99,99% |
02/08/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 42 655 CHF | 43 145 CHF | 99,99% | 99,99% |
31/07/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 48 000 | 48 000 | 47 881 | 47 881 | 45 059 CHF | 45 538 CHF | 36,46% | 36,46% |