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 | 1,17% | 0,85 CHF | 0,86 CHF | 47 000 | 47 000 | 47 013 | 47 013 | 39 785 CHF | 40 255 CHF | 100,00% | 100,00% |
14/08/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 47 000 | 47 000 | 47 815 | 47 815 | 39 750 CHF | 40 228 CHF | 99,27% | 99,27% |
13/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 48 000 | 48 000 | 47 995 | 47 995 | 39 526 CHF | 40 006 CHF | 100,00% | 100,00% |
12/08/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 48 000 | 48 000 | 47 921 | 47 921 | 39 881 CHF | 40 360 CHF | 98,84% | 98,84% |
09/08/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 39 150 CHF | 39 630 CHF | 100,00% | 100,00% |
08/08/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 48 000 | 48 000 | 48 577 | 48 577 | 37 760 CHF | 38 245 CHF | 100,00% | 100,00% |
07/08/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 48 000 | 48 000 | 48 758 | 48 758 | 37 231 CHF | 37 719 CHF | 100,00% | 100,00% |
06/08/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 49 000 | 49 000 | 49 052 | 49 052 | 35 342 CHF | 35 832 CHF | 100,00% | 100,00% |
02/08/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 37 240 CHF | 37 730 CHF | 100,00% | 100,00% |
31/07/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 48 000 | 48 000 | 47 881 | 47 881 | 39 790 CHF | 40 268 CHF | 36,46% | 36,46% |