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 | 0,66% | 1,48 CHF | 1,49 CHF | 52 600 | 52 600 | 52 354 | 52 354 | 79 720 CHF | 80 244 CHF | 100,00% | 100,00% |
14/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 53 800 | 53 800 | 54 128 | 54 128 | 80 021 CHF | 80 562 CHF | 99,72% | 99,72% |
13/08/2024 | 0,72% | 1,47 CHF | 1,48 CHF | 58 100 | 58 100 | 58 824 | 58 824 | 81 928 CHF | 82 516 CHF | 100,00% | 100,00% |
12/08/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 57 000 | 57 000 | 56 437 | 56 437 | 78 066 CHF | 78 631 CHF | 99,08% | 99,08% |
09/08/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 58 800 | 58 800 | 58 303 | 58 303 | 82 012 CHF | 82 595 CHF | 99,98% | 99,98% |
08/08/2024 | 0,77% | 1,34 CHF | 1,35 CHF | 58 600 | 58 600 | 58 926 | 58 926 | 76 054 CHF | 76 643 CHF | 99,95% | 99,95% |
07/08/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 55 200 | 55 200 | 54 591 | 54 591 | 78 696 CHF | 79 242 CHF | 99,98% | 99,98% |
06/08/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 52 100 | 52 100 | 51 768 | 51 768 | 75 730 CHF | 76 248 CHF | 99,86% | 99,86% |
02/08/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 51 000 | 51 000 | 50 332 | 50 332 | 79 784 CHF | 80 288 CHF | 99,98% | 99,98% |
30/07/2024 | 0,56% | 1,90 CHF | 1,91 CHF | 36 400 | 36 400 | 36 822 | 36 822 | 65 328 CHF | 65 696 CHF | 99,99% | 99,99% |