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 | 0,72% | 1,44 CHF | 1,45 CHF | 89 000 | 89 000 | 40 359 | 40 359 | 57 617 CHF | 58 022 CHF | 99,52% | 99,52% |
14/08/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 91 000 | 91 000 | 41 063 | 41 063 | 56 995 CHF | 57 406 CHF | 99,26% | 99,26% |
13/08/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 91 000 | 91 000 | 41 072 | 41 072 | 56 062 CHF | 56 473 CHF | 100,00% | 100,00% |
12/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 91 000 | 91 000 | 40 860 | 40 860 | 56 551 CHF | 56 961 CHF | 99,13% | 99,13% |
09/08/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 91 000 | 91 000 | 40 988 | 40 988 | 56 867 CHF | 57 278 CHF | 99,87% | 99,87% |
08/08/2024 | 0,78% | 1,36 CHF | 1,37 CHF | 91 000 | 91 000 | 41 799 | 41 799 | 55 081 CHF | 55 499 CHF | 99,99% | 99,99% |
07/08/2024 | 0,77% | 1,34 CHF | 1,35 CHF | 92 000 | 92 000 | 41 783 | 41 783 | 55 067 CHF | 55 486 CHF | 99,98% | 99,98% |
06/08/2024 | 0,94% | 1,27 CHF | 1,28 CHF | 95 000 | 95 000 | 42 871 | 42 871 | 53 153 CHF | 53 615 CHF | 99,98% | 99,98% |
02/08/2024 | 1,37% | 1,27 CHF | 1,28 CHF | 94 000 | 94 000 | 41 207 | 41 207 | 53 891 CHF | 54 515 CHF | 99,82% | 99,82% |
30/07/2024 | 1,27% | 1,40 CHF | 1,41 CHF | 89 000 | 89 000 | 40 213 | 40 213 | 56 628 CHF | 57 240 CHF | 99,90% | 99,90% |