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 | 1,55% | 0,67 CHF | 0,68 CHF | 121 100 | 121 100 | 122 267 | 122 267 | 78 411 CHF | 79 635 CHF | 99,99% | 99,99% |
14/08/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 127 500 | 127 500 | 127 802 | 127 802 | 78 687 CHF | 79 965 CHF | 99,72% | 99,72% |
13/08/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 131 400 | 131 400 | 132 023 | 132 023 | 75 645 CHF | 76 966 CHF | 100,00% | 100,00% |
12/08/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 131 500 | 131 500 | 131 205 | 131 205 | 77 526 CHF | 78 838 CHF | 99,56% | 99,56% |
09/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 132 000 | 132 000 | 131 424 | 131 424 | 77 791 CHF | 79 105 CHF | 99,99% | 99,99% |
08/08/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 130 800 | 130 800 | 131 542 | 131 542 | 72 160 CHF | 73 476 CHF | 99,98% | 99,98% |
07/08/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 141 400 | 141 400 | 141 977 | 141 977 | 84 023 CHF | 85 443 CHF | 99,99% | 99,99% |
06/08/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 141 700 | 141 700 | 141 349 | 141 349 | 76 116 CHF | 77 530 CHF | 99,90% | 99,90% |
02/08/2024 | 1,49% | 0,59 CHF | 0,60 CHF | 99 700 | 99 700 | 97 288 | 97 288 | 65 039 CHF | 66 011 CHF | 99,86% | 99,86% |
30/07/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 94 500 | 94 500 | 94 876 | 94 876 | 81 140 CHF | 82 089 CHF | 100,00% | 100,00% |