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 | 1,55% | 0,60 CHF | 0,61 CHF | 112 000 | 112 000 | 114 986 | 114 986 | 73 823 CHF | 74 973 CHF | 100,00% | 100,00% |
14/08/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 116 000 | 116 000 | 117 772 | 117 772 | 79 796 CHF | 80 973 CHF | 99,69% | 99,69% |
13/08/2024 | 1,43% | 0,67 CHF | 0,68 CHF | 118 000 | 118 000 | 119 652 | 119 652 | 83 345 CHF | 84 542 CHF | 99,74% | 99,74% |
12/08/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 120 000 | 120 000 | 120 045 | 120 045 | 84 925 CHF | 86 126 CHF | 99,06% | 99,06% |
09/08/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 122 000 | 122 000 | 121 083 | 121 083 | 85 407 CHF | 86 617 CHF | 100,00% | 100,00% |
08/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 122 000 | 122 000 | 123 111 | 123 111 | 87 900 CHF | 89 131 CHF | 100,00% | 100,00% |
07/08/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 120 000 | 120 000 | 122 459 | 122 459 | 87 611 CHF | 88 836 CHF | 99,99% | 99,99% |
06/08/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 126 000 | 126 000 | 125 249 | 125 249 | 91 017 CHF | 92 269 CHF | 99,98% | 99,98% |
02/08/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 120 000 | 120 000 | 118 163 | 118 163 | 77 588 CHF | 78 770 CHF | 99,99% | 99,99% |
30/07/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 114 000 | 114 000 | 115 573 | 115 573 | 76 573 CHF | 77 729 CHF | 100,00% | 100,00% |