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 | 0,96% | 1,65 CHF | 1,66 CHF | 148 000 | 148 000 | 66 874 | 66 874 | 108 424 CHF | 109 296 CHF | 99,89% | 99,89% |
14/08/2024 | 0,98% | 1,57 CHF | 1,58 CHF | 151 000 | 151 000 | 68 095 | 68 095 | 106 963 CHF | 107 846 CHF | 99,26% | 99,26% |
13/08/2024 | 0,99% | 1,56 CHF | 1,57 CHF | 152 000 | 152 000 | 68 007 | 68 007 | 106 041 CHF | 106 924 CHF | 100,00% | 100,00% |
12/08/2024 | 0,98% | 1,56 CHF | 1,57 CHF | 151 000 | 151 000 | 68 020 | 68 020 | 106 273 CHF | 107 156 CHF | 99,24% | 99,24% |
09/08/2024 | 0,99% | 1,55 CHF | 1,56 CHF | 152 000 | 152 000 | 68 080 | 68 080 | 105 648 CHF | 106 532 CHF | 99,90% | 99,90% |
08/08/2024 | 1,03% | 1,52 CHF | 1,53 CHF | 153 000 | 153 000 | 69 078 | 69 078 | 104 294 CHF | 105 193 CHF | 99,93% | 99,93% |
07/08/2024 | 1,02% | 1,55 CHF | 1,56 CHF | 152 000 | 152 000 | 68 980 | 68 980 | 105 151 CHF | 106 050 CHF | 99,99% | 99,99% |
06/08/2024 | 1,17% | 1,50 CHF | 1,51 CHF | 155 000 | 155 000 | 70 759 | 70 759 | 102 614 CHF | 103 589 CHF | 99,78% | 99,78% |
02/08/2024 | 0,98% | 1,58 CHF | 1,59 CHF | 152 000 | 152 000 | 67 340 | 67 340 | 107 998 CHF | 108 873 CHF | 98,84% | 98,84% |
30/07/2024 | 1,04% | 1,51 CHF | 1,52 CHF | 152 000 | 152 000 | 68 840 | 68 840 | 102 398 CHF | 103 295 CHF | 99,99% | 99,99% |