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 | 1,48% | 0,72 CHF | 0,73 CHF | 128 000 | 128 000 | 128 867 | 128 867 | 86 508 CHF | 87 796 CHF | 99,98% | 99,98% |
14/08/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 84 105 CHF | 85 410 CHF | 99,68% | 99,68% |
13/08/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 78 812 CHF | 80 145 CHF | 99,74% | 99,74% |
12/08/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 134 000 | 134 000 | 131 998 | 131 998 | 79 799 CHF | 81 119 CHF | 99,23% | 99,23% |
09/08/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 132 000 | 132 000 | 131 552 | 131 552 | 83 996 CHF | 85 312 CHF | 99,99% | 99,99% |
08/08/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 132 000 | 132 000 | 133 175 | 133 175 | 82 137 CHF | 83 469 CHF | 99,96% | 99,96% |
07/08/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 132 000 | 132 000 | 131 379 | 131 379 | 87 588 CHF | 88 902 CHF | 99,97% | 99,97% |
06/08/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 134 000 | 134 000 | 133 848 | 133 848 | 82 531 CHF | 83 869 CHF | 99,87% | 99,87% |
02/08/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 130 000 | 130 000 | 128 144 | 128 144 | 96 722 CHF | 98 003 CHF | 99,92% | 99,92% |
30/07/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 116 617 CHF | 117 812 CHF | 100,00% | 100,00% |