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 | 0,96% | 1,08 CHF | 1,09 CHF | 154 000 | 154 000 | 69 437 | 69 437 | 73 710 CHF | 74 406 CHF | 99,88% | 99,88% |
14/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 158 000 | 158 000 | 70 638 | 70 638 | 72 829 CHF | 73 537 CHF | 99,26% | 99,26% |
13/08/2024 | 1,01% | 1,04 CHF | 1,05 CHF | 156 000 | 156 000 | 71 050 | 71 050 | 72 083 CHF | 72 795 CHF | 99,99% | 99,99% |
12/08/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 158 000 | 158 000 | 70 271 | 70 271 | 71 773 CHF | 72 478 CHF | 99,90% | 99,90% |
09/08/2024 | 1,58% | 1,02 CHF | 1,03 CHF | 158 000 | 158 000 | 51 571 | 51 571 | 55 963 CHF | 56 655 CHF | 99,86% | 99,86% |
08/08/2024 | 0,97% | 1,11 CHF | 1,12 CHF | 154 000 | 154 000 | 70 258 | 70 258 | 74 621 CHF | 75 325 CHF | 99,95% | 99,95% |
07/08/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 154 000 | 154 000 | 69 746 | 69 746 | 75 015 CHF | 75 713 CHF | 99,99% | 99,99% |
06/08/2024 | 1,05% | 1,08 CHF | 1,09 CHF | 156 000 | 156 000 | 70 596 | 70 596 | 76 302 CHF | 77 056 CHF | 97,65% | 97,65% |
02/08/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 152 000 | 152 000 | 67 367 | 67 367 | 79 532 CHF | 80 207 CHF | 99,87% | 99,87% |
30/07/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 146 000 | 146 000 | 65 643 | 65 643 | 81 072 CHF | 81 729 CHF | 99,88% | 99,88% |