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 | 1,66% | 1,13 CHF | 1,15 CHF | 77 000 | 77 000 | 78 404 | 78 404 | 93 743 CHF | 95 311 CHF | 100,00% | 100,00% |
14/08/2024 | 1,91% | 1,02 CHF | 1,04 CHF | 76 000 | 76 000 | 76 000 | 76 000 | 79 014 CHF | 80 534 CHF | 99,26% | 99,26% |
13/08/2024 | 1,80% | 1,10 CHF | 1,12 CHF | 77 000 | 77 000 | 76 976 | 76 976 | 85 014 CHF | 86 554 CHF | 100,00% | 100,00% |
12/08/2024 | 1,89% | 1,08 CHF | 1,10 CHF | 76 000 | 76 000 | 76 028 | 76 028 | 79 596 CHF | 81 117 CHF | 99,31% | 99,31% |
09/08/2024 | 1,93% | 1,03 CHF | 1,05 CHF | 76 000 | 76 000 | 75 876 | 75 876 | 77 850 CHF | 79 367 CHF | 99,96% | 99,96% |
08/08/2024 | 1,79% | 1,07 CHF | 1,09 CHF | 76 000 | 76 000 | 76 859 | 76 859 | 84 948 CHF | 86 485 CHF | 99,94% | 99,94% |
07/08/2024 | 1,90% | 1,01 CHF | 1,03 CHF | 76 000 | 76 000 | 76 107 | 76 107 | 79 489 CHF | 81 011 CHF | 99,98% | 99,98% |
06/08/2024 | 1,73% | 1,13 CHF | 1,15 CHF | 77 000 | 77 000 | 77 544 | 77 544 | 88 930 CHF | 90 481 CHF | 99,86% | 99,86% |
02/08/2024 | 2,07% | 1,03 CHF | 1,05 CHF | 76 000 | 76 000 | 74 878 | 74 878 | 71 842 CHF | 73 339 CHF | 99,82% | 99,82% |
31/07/2024 | 2,87% | 0,71 CHF | 0,73 CHF | 71 000 | 71 000 | 70 997 | 70 997 | 48 868 CHF | 50 288 CHF | 39,24% | 39,24% |