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 | 1,27% | 0,77 CHF | 0,78 CHF | 112 000 | 112 000 | 110 507 | 110 507 | 86 590 CHF | 87 695 CHF | 99,99% | 99,99% |
14/08/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 112 000 | 112 000 | 109 072 | 109 072 | 86 416 CHF | 87 507 CHF | 99,69% | 99,69% |
13/08/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 110 000 | 110 000 | 107 126 | 107 126 | 80 155 CHF | 81 227 CHF | 99,74% | 99,74% |
12/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 110 000 | 110 000 | 107 102 | 107 102 | 79 387 CHF | 80 458 CHF | 99,01% | 99,01% |
09/08/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 110 000 | 110 000 | 106 899 | 106 899 | 77 611 CHF | 78 680 CHF | 99,98% | 99,98% |
08/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 110 000 | 110 000 | 108 806 | 108 806 | 81 376 CHF | 82 464 CHF | 99,99% | 99,99% |
07/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 110 000 | 110 000 | 108 466 | 108 466 | 80 352 CHF | 81 437 CHF | 100,00% | 100,00% |
06/08/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 112 000 | 112 000 | 110 121 | 110 121 | 82 566 CHF | 83 667 CHF | 99,94% | 99,94% |
02/08/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 110 000 | 110 000 | 105 698 | 105 698 | 75 112 CHF | 76 169 CHF | 99,97% | 99,97% |
30/07/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 106 000 | 106 000 | 104 452 | 104 452 | 80 081 CHF | 81 126 CHF | 100,00% | 100,00% |