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 | 1,68% | 0,63 CHF | 0,64 CHF | 60 000 | 60 000 | 33 035 | 33 035 | 20 262 CHF | 20 594 CHF | 99,88% | 99,88% |
14/08/2024 | 1,66% | 0,65 CHF | 0,66 CHF | 60 000 | 60 000 | 32 928 | 32 928 | 20 601 CHF | 20 932 CHF | 99,13% | 99,13% |
13/08/2024 | 1,56% | 0,60 CHF | 0,61 CHF | 60 000 | 60 000 | 23 099 | 23 099 | 14 628 CHF | 14 859 CHF | 99,52% | 99,52% |
12/08/2024 | 1,26% | 0,68 CHF | 0,69 CHF | 60 000 | 60 000 | 28 015 | 28 015 | 22 193 CHF | 22 476 CHF | 98,37% | 98,37% |
09/08/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 65 000 | 65 000 | 35 571 | 35 571 | 32 433 CHF | 32 790 CHF | 98,39% | 98,39% |
08/08/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 65 000 | 65 000 | 37 213 | 37 213 | 35 977 CHF | 36 350 CHF | 99,94% | 99,94% |
07/08/2024 | 1,14% | 0,92 CHF | 0,93 CHF | 65 000 | 65 000 | 36 020 | 36 020 | 32 112 CHF | 32 473 CHF | 99,07% | 99,07% |
06/08/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 37 129 | 37 129 | 34 217 CHF | 34 589 CHF | 99,98% | 99,98% |
02/08/2024 | 1,37% | 0,87 CHF | 0,88 CHF | 65 000 | 65 000 | 33 397 | 33 397 | 25 092 CHF | 25 426 CHF | 99,97% | 99,97% |
30/07/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 65 000 | 65 000 | 35 179 | 35 179 | 28 686 CHF | 29 038 CHF | 99,90% | 99,90% |