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 | 1,43% | 0,69 CHF | 0,70 CHF | 43 000 | 43 000 | 42 598 | 42 598 | 29 789 CHF | 30 215 CHF | 99,61% | 99,61% |
14/08/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 43 000 | 43 000 | 42 596 | 42 596 | 30 424 CHF | 30 850 CHF | 99,98% | 99,98% |
13/08/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 43 000 | 43 000 | 42 597 | 42 597 | 31 532 CHF | 31 958 CHF | 100,00% | 100,00% |
12/08/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 43 000 | 43 000 | 42 445 | 42 445 | 30 532 CHF | 30 957 CHF | 99,97% | 99,97% |
09/08/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 42 000 | 42 000 | 41 565 | 41 565 | 27 889 CHF | 28 305 CHF | 90,71% | 99,03% |
08/08/2024 | 1,42% | 0,63 CHF | 0,64 CHF | 42 000 | 42 000 | 41 602 | 41 602 | 29 505 CHF | 29 921 CHF | 99,00% | 99,00% |
07/08/2024 | 1,61% | 0,59 CHF | 0,60 CHF | 42 000 | 42 000 | 41 262 | 41 262 | 25 715 CHF | 26 129 CHF | 98,81% | 98,81% |
06/08/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 42 000 | 42 000 | 41 602 | 41 602 | 31 069 CHF | 31 486 CHF | 97,77% | 97,77% |
02/08/2024 | 1,74% | 0,64 CHF | 0,65 CHF | 42 000 | 42 000 | 40 626 | 40 626 | 23 445 CHF | 23 852 CHF | 98,19% | 98,19% |
31/07/2024 | 2,41% | 0,34 CHF | 0,35 CHF | 40 000 | 40 000 | 40 595 | 40 595 | 16 768 CHF | 17 173 CHF | 45,35% | 45,35% |