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 | 0,94% | 1,69 CHF | 1,70 CHF | 148 000 | 148 000 | 66 612 | 66 612 | 110 867 CHF | 111 738 CHF | 99,57% | 99,57% |
14/08/2024 | 0,95% | 1,61 CHF | 1,62 CHF | 151 000 | 151 000 | 68 095 | 68 095 | 109 765 CHF | 110 648 CHF | 99,26% | 99,26% |
13/08/2024 | 0,96% | 1,60 CHF | 1,61 CHF | 152 000 | 152 000 | 68 007 | 68 007 | 108 854 CHF | 109 738 CHF | 100,00% | 100,00% |
12/08/2024 | 0,96% | 1,61 CHF | 1,62 CHF | 151 000 | 151 000 | 68 021 | 68 021 | 109 095 CHF | 109 978 CHF | 99,24% | 99,24% |
09/08/2024 | 0,97% | 1,59 CHF | 1,60 CHF | 152 000 | 152 000 | 67 958 | 67 958 | 108 332 CHF | 109 215 CHF | 99,75% | 99,75% |
08/08/2024 | 1,01% | 1,56 CHF | 1,57 CHF | 153 000 | 153 000 | 69 044 | 69 044 | 107 111 CHF | 108 010 CHF | 99,70% | 99,70% |
07/08/2024 | 0,99% | 1,59 CHF | 1,60 CHF | 152 000 | 152 000 | 68 693 | 68 693 | 107 559 CHF | 108 456 CHF | 99,59% | 99,59% |
06/08/2024 | 1,12% | 1,55 CHF | 1,56 CHF | 155 000 | 155 000 | 71 374 | 71 374 | 106 452 CHF | 107 423 CHF | 97,95% | 97,95% |
02/08/2024 | 0,95% | 1,62 CHF | 1,63 CHF | 152 000 | 152 000 | 67 433 | 67 433 | 110 945 CHF | 111 820 CHF | 98,55% | 98,55% |
30/07/2024 | 1,01% | 1,55 CHF | 1,56 CHF | 152 000 | 152 000 | 68 845 | 68 845 | 105 339 CHF | 106 236 CHF | 100,00% | 100,00% |