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 | 1,44% | 0,72 CHF | 0,73 CHF | 154 000 | 154 000 | 69 447 | 69 447 | 49 157 CHF | 49 852 CHF | 99,89% | 99,89% |
14/08/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 158 000 | 158 000 | 70 627 | 70 627 | 47 994 CHF | 48 702 CHF | 99,27% | 99,27% |
13/08/2024 | 1,54% | 0,69 CHF | 0,70 CHF | 156 000 | 156 000 | 71 049 | 71 049 | 47 027 CHF | 47 739 CHF | 99,91% | 99,91% |
12/08/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 158 000 | 158 000 | 70 276 | 70 276 | 46 957 CHF | 47 662 CHF | 99,90% | 99,90% |
09/08/2024 | 2,28% | 0,67 CHF | 0,68 CHF | 158 000 | 158 000 | 51 567 | 51 567 | 37 795 CHF | 38 487 CHF | 99,86% | 99,86% |
08/08/2024 | 1,46% | 0,75 CHF | 0,76 CHF | 154 000 | 154 000 | 70 265 | 70 265 | 49 953 CHF | 50 657 CHF | 99,96% | 99,96% |
07/08/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 154 000 | 154 000 | 69 756 | 69 756 | 50 561 CHF | 51 260 CHF | 100,00% | 100,00% |
06/08/2024 | 1,55% | 0,74 CHF | 0,75 CHF | 156 000 | 156 000 | 70 639 | 70 639 | 51 781 CHF | 52 535 CHF | 97,70% | 97,70% |
02/08/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 152 000 | 152 000 | 67 407 | 67 407 | 55 864 CHF | 56 539 CHF | 99,92% | 99,92% |
30/07/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 146 000 | 146 000 | 65 657 | 65 657 | 57 409 CHF | 58 067 CHF | 99,90% | 99,90% |