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 | 0,91% | 1,74 CHF | 1,75 CHF | 148 000 | 148 000 | 66 881 | 66 881 | 114 867 CHF | 115 739 CHF | 99,89% | 99,89% |
14/08/2024 | 0,92% | 1,66 CHF | 1,67 CHF | 151 000 | 151 000 | 68 094 | 68 094 | 113 403 CHF | 114 286 CHF | 99,27% | 99,27% |
13/08/2024 | 0,93% | 1,65 CHF | 1,66 CHF | 152 000 | 152 000 | 68 006 | 68 006 | 112 615 CHF | 113 498 CHF | 100,00% | 100,00% |
12/08/2024 | 0,93% | 1,66 CHF | 1,67 CHF | 151 000 | 151 000 | 68 017 | 68 017 | 112 887 CHF | 113 770 CHF | 99,24% | 99,24% |
09/08/2024 | 0,93% | 1,65 CHF | 1,66 CHF | 152 000 | 152 000 | 68 081 | 68 081 | 112 170 CHF | 113 054 CHF | 99,90% | 99,90% |
08/08/2024 | 0,97% | 1,61 CHF | 1,62 CHF | 153 000 | 153 000 | 69 060 | 69 060 | 110 874 CHF | 111 774 CHF | 99,91% | 99,91% |
07/08/2024 | 0,96% | 1,64 CHF | 1,65 CHF | 152 000 | 152 000 | 68 974 | 68 974 | 111 757 CHF | 112 656 CHF | 99,98% | 99,98% |
06/08/2024 | 1,10% | 1,60 CHF | 1,61 CHF | 155 000 | 155 000 | 70 758 | 70 758 | 109 344 CHF | 110 320 CHF | 99,79% | 99,79% |
02/08/2024 | 0,92% | 1,67 CHF | 1,68 CHF | 152 000 | 152 000 | 67 318 | 67 318 | 114 435 CHF | 115 310 CHF | 98,82% | 98,82% |
30/07/2024 | 0,98% | 1,60 CHF | 1,61 CHF | 152 000 | 152 000 | 68 838 | 68 838 | 109 047 CHF | 109 944 CHF | 99,99% | 99,99% |