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 | 1,57% | 0,61 CHF | 0,62 CHF | 117 000 | 117 000 | 118 165 | 118 165 | 74 715 CHF | 75 897 CHF | 100,00% | 100,00% |
14/08/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 119 000 | 119 000 | 119 303 | 119 303 | 78 268 CHF | 79 461 CHF | 99,73% | 99,73% |
13/08/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 121 000 | 121 000 | 121 566 | 121 566 | 85 105 CHF | 86 321 CHF | 99,99% | 99,99% |
12/08/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 121 000 | 121 000 | 120 710 | 120 710 | 82 407 CHF | 83 614 CHF | 98,83% | 98,83% |
09/08/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 121 000 | 121 000 | 120 476 | 120 476 | 82 355 CHF | 83 560 CHF | 100,00% | 100,00% |
08/08/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 122 000 | 122 000 | 122 737 | 122 737 | 89 378 CHF | 90 605 CHF | 99,99% | 99,99% |
07/08/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 120 000 | 120 000 | 120 492 | 120 492 | 82 329 CHF | 83 534 CHF | 99,98% | 99,98% |
06/08/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 124 000 | 124 000 | 123 705 | 123 705 | 92 114 CHF | 93 351 CHF | 99,89% | 99,89% |
02/08/2024 | 1,58% | 0,69 CHF | 0,70 CHF | 121 000 | 121 000 | 118 029 | 118 029 | 74 432 CHF | 75 613 CHF | 99,90% | 99,90% |
31/07/2024 | 2,07% | 0,51 CHF | 0,52 CHF | 112 000 | 112 000 | 111 212 | 111 212 | 53 203 CHF | 54 315 CHF | 36,79% | 36,79% |