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 | 0,87% | 1,16 CHF | 1,17 CHF | 60 000 | 60 000 | 33 040 | 33 040 | 38 591 CHF | 38 923 CHF | 99,89% | 99,89% |
14/08/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 60 000 | 60 000 | 32 930 | 32 930 | 37 674 CHF | 38 006 CHF | 99,14% | 99,14% |
13/08/2024 | 0,91% | 1,17 CHF | 1,18 CHF | 60 000 | 60 000 | 23 099 | 23 099 | 26 384 CHF | 26 616 CHF | 99,52% | 99,52% |
12/08/2024 | 1,09% | 1,09 CHF | 1,10 CHF | 60 000 | 60 000 | 28 015 | 28 015 | 27 631 CHF | 27 913 CHF | 98,38% | 98,38% |
09/08/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 65 000 | 65 000 | 35 571 | 35 571 | 30 529 CHF | 30 885 CHF | 98,39% | 98,39% |
08/08/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 65 000 | 65 000 | 37 222 | 37 222 | 29 582 CHF | 29 955 CHF | 99,97% | 99,97% |
07/08/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 65 000 | 65 000 | 36 021 | 36 021 | 31 420 CHF | 31 781 CHF | 99,07% | 99,07% |
06/08/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 37 122 | 37 122 | 30 607 CHF | 30 979 CHF | 99,96% | 99,96% |
02/08/2024 | 0,98% | 0,89 CHF | 0,90 CHF | 65 000 | 65 000 | 33 377 | 33 377 | 34 311 CHF | 34 646 CHF | 99,90% | 99,90% |
30/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 65 000 | 65 000 | 35 179 | 35 179 | 35 273 CHF | 35 626 CHF | 99,89% | 99,89% |