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 | 0,86% | 2,71 CHF | 2,73 CHF | 67 400 | 67 400 | 67 373 | 67 373 | 157 205 CHF | 158 553 CHF | 99,98% | 99,98% |
14/08/2024 | 0,94% | 2,12 CHF | 2,14 CHF | 70 300 | 70 300 | 70 300 | 70 300 | 148 525 CHF | 149 931 CHF | 98,52% | 98,52% |
13/08/2024 | 1,03% | 1,98 CHF | 2,00 CHF | 72 100 | 72 100 | 72 100 | 72 100 | 139 990 CHF | 141 432 CHF | 100,00% | 100,00% |
12/08/2024 | 1,00% | 1,94 CHF | 1,96 CHF | 73 300 | 73 300 | 73 300 | 73 300 | 145 683 CHF | 147 149 CHF | 99,19% | 99,19% |
09/08/2024 | 1,04% | 1,92 CHF | 1,94 CHF | 77 800 | 77 800 | 77 800 | 77 800 | 148 846 CHF | 150 402 CHF | 99,97% | 99,97% |
08/08/2024 | 1,19% | 1,77 CHF | 1,79 CHF | 75 700 | 75 700 | 75 685 | 75 685 | 126 937 CHF | 128 451 CHF | 98,52% | 98,52% |
07/08/2024 | 1,12% | 1,93 CHF | 1,95 CHF | 98 300 | 98 300 | 98 300 | 98 300 | 175 657 CHF | 177 623 CHF | 99,97% | 99,97% |
06/08/2024 | 1,41% | 1,42 CHF | 1,44 CHF | 90 300 | 90 300 | 90 300 | 90 300 | 128 139 CHF | 129 945 CHF | 99,82% | 99,82% |
02/08/2024 | 1,46% | 1,83 CHF | 1,87 CHF | 34 600 | 34 600 | 34 600 | 34 600 | 97 430 CHF | 98 814 CHF | 99,67% | 99,67% |
30/07/2024 | 0,73% | 10,03 CHF | 10,10 CHF | 17 600 | 17 600 | 17 600 | 17 600 | 169 007 CHF | 170 239 CHF | 100,00% | 100,00% |