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 | 0,88% | 1,79 CHF | 1,80 CHF | 148 000 | 148 000 | 66 881 | 66 881 | 118 091 CHF | 118 964 CHF | 99,89% | 99,89% |
14/08/2024 | 0,90% | 1,71 CHF | 1,72 CHF | 151 000 | 151 000 | 68 092 | 68 092 | 116 625 CHF | 117 509 CHF | 99,27% | 99,27% |
13/08/2024 | 0,91% | 1,70 CHF | 1,71 CHF | 152 000 | 152 000 | 68 001 | 68 001 | 115 816 CHF | 116 700 CHF | 99,99% | 99,99% |
12/08/2024 | 0,90% | 1,71 CHF | 1,72 CHF | 151 000 | 151 000 | 68 019 | 68 019 | 116 075 CHF | 116 958 CHF | 99,24% | 99,24% |
09/08/2024 | 0,91% | 1,70 CHF | 1,71 CHF | 152 000 | 152 000 | 67 946 | 67 946 | 115 187 CHF | 116 070 CHF | 99,73% | 99,73% |
08/08/2024 | 0,95% | 1,66 CHF | 1,67 CHF | 153 000 | 153 000 | 69 086 | 69 086 | 114 177 CHF | 115 077 CHF | 99,82% | 99,82% |
07/08/2024 | 0,93% | 1,69 CHF | 1,70 CHF | 152 000 | 152 000 | 68 688 | 68 688 | 114 489 CHF | 115 386 CHF | 99,58% | 99,58% |
06/08/2024 | 1,05% | 1,64 CHF | 1,65 CHF | 155 000 | 155 000 | 71 370 | 71 370 | 113 575 CHF | 114 547 CHF | 97,95% | 97,95% |
02/08/2024 | 0,90% | 1,72 CHF | 1,73 CHF | 152 000 | 152 000 | 67 408 | 67 408 | 117 747 CHF | 118 623 CHF | 98,75% | 98,75% |
30/07/2024 | 0,95% | 1,65 CHF | 1,66 CHF | 152 000 | 152 000 | 68 849 | 68 849 | 112 388 CHF | 113 285 CHF | 99,95% | 99,95% |