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 | 0,76% | 1,37 CHF | 1,38 CHF | 84 000 | 84 000 | 84 657 | 84 657 | 111 673 CHF | 112 519 CHF | 99,99% | 99,99% |
14/08/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 85 000 | 85 000 | 85 452 | 85 452 | 107 585 CHF | 108 440 CHF | 99,69% | 99,69% |
13/08/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 86 000 | 86 000 | 85 865 | 85 865 | 108 276 CHF | 109 134 CHF | 99,73% | 99,73% |
12/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 85 000 | 85 000 | 85 142 | 85 142 | 109 710 CHF | 110 562 CHF | 99,20% | 99,20% |
09/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 86 000 | 86 000 | 86 298 | 86 298 | 107 305 CHF | 108 168 CHF | 99,98% | 99,98% |
08/08/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 87 000 | 87 000 | 87 752 | 87 752 | 103 677 CHF | 104 555 CHF | 99,99% | 99,99% |
07/08/2024 | 0,86% | 1,22 CHF | 1,23 CHF | 87 000 | 87 000 | 88 022 | 88 022 | 102 174 CHF | 103 055 CHF | 99,99% | 99,99% |
06/08/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 90 000 | 90 000 | 90 951 | 90 951 | 92 709 CHF | 93 619 CHF | 99,80% | 99,80% |
02/08/2024 | 0,77% | 1,22 CHF | 1,23 CHF | 87 000 | 87 000 | 85 966 | 85 966 | 111 448 CHF | 112 308 CHF | 99,92% | 99,92% |
30/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 84 000 | 84 000 | 84 002 | 84 002 | 112 833 CHF | 113 673 CHF | 99,98% | 99,98% |