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 | 1,50% | 1,06 CHF | 1,07 CHF | 148 000 | 148 000 | 66 881 | 66 881 | 69 594 CHF | 70 466 CHF | 99,89% | 99,89% |
14/08/2024 | 1,54% | 0,99 CHF | 1,00 CHF | 151 000 | 151 000 | 68 092 | 68 092 | 67 623 CHF | 68 507 CHF | 99,27% | 99,27% |
13/08/2024 | 1,57% | 0,98 CHF | 0,99 CHF | 152 000 | 152 000 | 68 007 | 68 007 | 66 680 CHF | 67 563 CHF | 100,00% | 100,00% |
12/08/2024 | 1,56% | 0,98 CHF | 0,99 CHF | 151 000 | 151 000 | 68 016 | 68 016 | 66 796 CHF | 67 680 CHF | 99,25% | 99,25% |
09/08/2024 | 1,57% | 0,98 CHF | 0,99 CHF | 152 000 | 152 000 | 68 075 | 68 075 | 66 407 CHF | 67 291 CHF | 99,89% | 99,89% |
08/08/2024 | 1,67% | 0,94 CHF | 0,95 CHF | 153 000 | 153 000 | 69 071 | 69 071 | 64 611 CHF | 65 511 CHF | 99,93% | 99,93% |
07/08/2024 | 1,64% | 0,97 CHF | 0,98 CHF | 152 000 | 152 000 | 68 973 | 68 973 | 65 513 CHF | 66 411 CHF | 99,99% | 99,99% |
06/08/2024 | 1,93% | 0,94 CHF | 0,95 CHF | 155 000 | 155 000 | 70 768 | 70 768 | 62 369 CHF | 63 345 CHF | 99,80% | 99,80% |
02/08/2024 | 1,53% | 1,01 CHF | 1,02 CHF | 152 000 | 152 000 | 67 298 | 67 298 | 69 122 CHF | 69 997 CHF | 98,80% | 98,80% |
30/07/2024 | 1,73% | 0,92 CHF | 0,93 CHF | 152 000 | 152 000 | 68 845 | 68 845 | 61 810 CHF | 62 707 CHF | 100,00% | 100,00% |