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 | 0,84% | 1,23 CHF | 1,24 CHF | 89 000 | 89 000 | 40 326 | 40 326 | 49 094 CHF | 49 498 CHF | 99,71% | 99,71% |
14/08/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 91 000 | 91 000 | 41 062 | 41 062 | 48 443 CHF | 48 854 CHF | 99,27% | 99,27% |
13/08/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 91 000 | 91 000 | 41 073 | 41 073 | 47 476 CHF | 47 888 CHF | 100,00% | 100,00% |
12/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 91 000 | 91 000 | 40 855 | 40 855 | 47 972 CHF | 48 382 CHF | 99,12% | 99,12% |
09/08/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 91 000 | 91 000 | 40 996 | 40 996 | 48 317 CHF | 48 728 CHF | 99,89% | 99,89% |
08/08/2024 | 0,93% | 1,16 CHF | 1,17 CHF | 91 000 | 91 000 | 41 778 | 41 778 | 46 398 CHF | 46 816 CHF | 99,95% | 99,95% |
07/08/2024 | 0,92% | 1,13 CHF | 1,14 CHF | 92 000 | 92 000 | 41 610 | 41 610 | 46 178 CHF | 46 595 CHF | 99,58% | 99,58% |
06/08/2024 | 1,12% | 1,06 CHF | 1,07 CHF | 95 000 | 95 000 | 42 868 | 42 868 | 44 335 CHF | 44 798 CHF | 99,98% | 99,98% |
02/08/2024 | 1,63% | 1,06 CHF | 1,07 CHF | 94 000 | 94 000 | 41 262 | 41 262 | 45 373 CHF | 45 997 CHF | 99,92% | 99,92% |
30/07/2024 | 1,50% | 1,18 CHF | 1,19 CHF | 89 000 | 89 000 | 40 214 | 40 214 | 48 091 CHF | 48 703 CHF | 99,90% | 99,90% |