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 | 1,55% | 0,70 CHF | 0,71 CHF | 128 000 | 128 000 | 128 866 | 128 866 | 82 879 CHF | 84 167 CHF | 99,99% | 99,99% |
14/08/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 80 462 CHF | 81 766 CHF | 99,68% | 99,68% |
13/08/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 75 213 CHF | 76 546 CHF | 99,74% | 99,74% |
12/08/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 134 000 | 134 000 | 131 998 | 131 998 | 76 086 CHF | 77 406 CHF | 99,25% | 99,25% |
09/08/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 132 000 | 132 000 | 131 552 | 131 552 | 80 410 CHF | 81 726 CHF | 100,00% | 100,00% |
08/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 132 000 | 132 000 | 133 175 | 133 175 | 78 494 CHF | 79 826 CHF | 99,98% | 99,98% |
07/08/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 132 000 | 132 000 | 131 378 | 131 378 | 84 042 CHF | 85 356 CHF | 99,97% | 99,97% |
06/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 134 000 | 134 000 | 133 850 | 133 850 | 78 869 CHF | 80 207 CHF | 99,95% | 99,95% |
02/08/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 128 144 | 128 144 | 93 151 CHF | 94 433 CHF | 99,95% | 99,95% |
30/07/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 113 166 CHF | 114 361 CHF | 100,00% | 100,00% |