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 | 1,35% | 0,77 CHF | 0,78 CHF | 56 000 | 56 000 | 55 253 | 55 253 | 40 651 CHF | 41 204 CHF | 100,00% | 100,00% |
14/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 56 000 | 56 000 | 54 536 | 54 536 | 39 876 CHF | 40 422 CHF | 99,69% | 99,69% |
13/08/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 55 000 | 55 000 | 53 563 | 53 563 | 44 103 CHF | 44 639 CHF | 99,74% | 99,74% |
12/08/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 55 000 | 55 000 | 53 552 | 53 552 | 44 769 CHF | 45 304 CHF | 99,07% | 99,07% |
09/08/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 55 000 | 55 000 | 53 450 | 53 450 | 45 795 CHF | 46 330 CHF | 99,99% | 99,99% |
08/08/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 55 000 | 55 000 | 54 403 | 54 403 | 43 021 CHF | 43 565 CHF | 99,97% | 99,97% |
07/08/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 55 000 | 55 000 | 54 232 | 54 232 | 43 963 CHF | 44 505 CHF | 99,95% | 99,95% |
06/08/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 56 000 | 56 000 | 55 061 | 55 061 | 42 539 CHF | 43 089 CHF | 99,94% | 99,94% |
02/08/2024 | 1,10% | 0,83 CHF | 0,84 CHF | 55 000 | 55 000 | 52 848 | 52 848 | 47 818 CHF | 48 346 CHF | 99,92% | 99,92% |
30/07/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 53 000 | 53 000 | 52 227 | 52 227 | 44 857 CHF | 45 379 CHF | 100,00% | 100,00% |