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 | 1,21% | 0,86 CHF | 0,87 CHF | 154 000 | 154 000 | 69 444 | 69 444 | 58 503 CHF | 59 199 CHF | 99,89% | 99,89% |
14/08/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 158 000 | 158 000 | 70 644 | 70 644 | 57 396 CHF | 58 104 CHF | 99,27% | 99,27% |
13/08/2024 | 1,28% | 0,83 CHF | 0,84 CHF | 156 000 | 156 000 | 71 049 | 71 049 | 56 533 CHF | 57 245 CHF | 100,00% | 100,00% |
12/08/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 158 000 | 158 000 | 70 298 | 70 298 | 56 390 CHF | 57 095 CHF | 99,83% | 99,83% |
09/08/2024 | 1,95% | 0,81 CHF | 0,82 CHF | 158 000 | 158 000 | 51 601 | 51 601 | 44 724 CHF | 45 416 CHF | 99,89% | 99,89% |
08/08/2024 | 1,23% | 0,89 CHF | 0,90 CHF | 154 000 | 154 000 | 70 267 | 70 267 | 59 312 CHF | 60 016 CHF | 99,96% | 99,96% |
07/08/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 154 000 | 154 000 | 69 745 | 69 745 | 59 901 CHF | 60 600 CHF | 99,98% | 99,98% |
06/08/2024 | 1,31% | 0,87 CHF | 0,88 CHF | 156 000 | 156 000 | 70 679 | 70 679 | 61 241 CHF | 61 995 CHF | 97,75% | 97,75% |
02/08/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 152 000 | 152 000 | 67 365 | 67 365 | 64 854 CHF | 65 529 CHF | 99,88% | 99,88% |
30/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 146 000 | 146 000 | 65 645 | 65 645 | 66 492 CHF | 67 150 CHF | 99,88% | 99,88% |