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 | 2,06% | 0,95 CHF | 0,97 CHF | 91 000 | 91 000 | 90 874 | 90 874 | 87 336 CHF | 89 153 CHF | 100,00% | 100,00% |
14/08/2024 | 2,03% | 0,97 CHF | 0,99 CHF | 91 000 | 91 000 | 91 000 | 91 000 | 88 818 CHF | 90 638 CHF | 99,26% | 99,26% |
13/08/2024 | 1,98% | 0,98 CHF | 1,00 CHF | 91 000 | 91 000 | 91 297 | 91 297 | 91 516 CHF | 93 341 CHF | 100,00% | 100,00% |
12/08/2024 | 2,02% | 1,00 CHF | 1,02 CHF | 91 000 | 91 000 | 90 869 | 90 869 | 89 099 CHF | 90 917 CHF | 99,31% | 99,31% |
09/08/2024 | 2,13% | 0,92 CHF | 0,94 CHF | 90 000 | 90 000 | 90 168 | 90 168 | 83 812 CHF | 85 616 CHF | 99,99% | 99,99% |
08/08/2024 | 2,04% | 0,90 CHF | 0,92 CHF | 90 000 | 90 000 | 90 633 | 90 633 | 87 942 CHF | 89 754 CHF | 99,98% | 99,98% |
07/08/2024 | 2,24% | 0,85 CHF | 0,87 CHF | 89 000 | 89 000 | 89 325 | 89 325 | 79 061 CHF | 80 847 CHF | 99,93% | 99,93% |
06/08/2024 | 1,97% | 0,99 CHF | 1,01 CHF | 91 000 | 91 000 | 91 360 | 91 360 | 92 023 CHF | 93 850 CHF | 99,93% | 99,93% |
02/08/2024 | 2,36% | 0,90 CHF | 0,92 CHF | 90 000 | 90 000 | 88 612 | 88 612 | 74 297 CHF | 76 069 CHF | 99,88% | 99,88% |
31/07/2024 | 2,95% | 0,61 CHF | 0,63 CHF | 85 000 | 85 000 | 85 953 | 85 953 | 57 585 CHF | 59 304 CHF | 39,24% | 39,24% |