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 | 1,10% | 0,94 CHF | 0,95 CHF | 154 000 | 154 000 | 69 437 | 69 437 | 64 018 CHF | 64 714 CHF | 99,88% | 99,88% |
14/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 158 000 | 158 000 | 70 631 | 70 631 | 62 988 CHF | 63 696 CHF | 99,25% | 99,25% |
13/08/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 156 000 | 156 000 | 71 056 | 71 056 | 62 210 CHF | 62 922 CHF | 99,92% | 99,92% |
12/08/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 158 000 | 158 000 | 70 292 | 70 292 | 61 996 CHF | 62 702 CHF | 99,83% | 99,83% |
09/08/2024 | 1,80% | 0,89 CHF | 0,90 CHF | 158 000 | 158 000 | 51 580 | 51 580 | 48 789 CHF | 49 482 CHF | 99,87% | 99,87% |
08/08/2024 | 1,12% | 0,97 CHF | 0,98 CHF | 154 000 | 154 000 | 70 252 | 70 252 | 64 866 CHF | 65 570 CHF | 99,95% | 99,95% |
07/08/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 154 000 | 154 000 | 69 745 | 69 745 | 65 377 CHF | 66 076 CHF | 99,99% | 99,99% |
06/08/2024 | 1,21% | 0,95 CHF | 0,96 CHF | 156 000 | 156 000 | 70 657 | 70 657 | 66 649 CHF | 67 403 CHF | 97,72% | 97,72% |
02/08/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 152 000 | 152 000 | 67 425 | 67 425 | 70 204 CHF | 70 879 CHF | 99,94% | 99,94% |
30/07/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 146 000 | 146 000 | 65 645 | 65 645 | 71 740 CHF | 72 398 CHF | 99,88% | 99,88% |