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 | 1,33% | 0,80 CHF | 0,81 CHF | 128 000 | 128 000 | 128 866 | 128 866 | 96 457 CHF | 97 746 CHF | 100,00% | 100,00% |
14/08/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 93 935 CHF | 95 239 CHF | 99,68% | 99,68% |
13/08/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 89 159 CHF | 90 492 CHF | 99,74% | 99,74% |
12/08/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 134 000 | 134 000 | 131 998 | 131 998 | 89 905 CHF | 91 226 CHF | 99,22% | 99,22% |
09/08/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 132 000 | 132 000 | 131 552 | 131 552 | 94 098 CHF | 95 414 CHF | 99,99% | 99,99% |
08/08/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 132 000 | 132 000 | 133 175 | 133 175 | 92 252 CHF | 93 584 CHF | 99,97% | 99,97% |
07/08/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 132 000 | 132 000 | 131 379 | 131 379 | 97 586 CHF | 98 900 CHF | 99,99% | 99,99% |
06/08/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 134 000 | 134 000 | 133 851 | 133 851 | 92 567 CHF | 93 906 CHF | 99,99% | 99,99% |
02/08/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 130 000 | 130 000 | 128 143 | 128 143 | 106 406 CHF | 107 687 CHF | 99,89% | 99,89% |
30/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 125 832 CHF | 127 027 CHF | 100,00% | 100,00% |