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 | 1,64% | 0,59 CHF | 0,60 CHF | 112 000 | 112 000 | 110 506 | 110 506 | 66 758 CHF | 67 863 CHF | 100,00% | 100,00% |
14/08/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 112 000 | 112 000 | 109 072 | 109 072 | 66 980 CHF | 68 070 CHF | 99,69% | 99,69% |
13/08/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 110 000 | 110 000 | 107 126 | 107 126 | 61 060 CHF | 62 131 CHF | 99,74% | 99,74% |
12/08/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 110 000 | 110 000 | 107 101 | 107 101 | 60 300 CHF | 61 371 CHF | 98,99% | 98,99% |
09/08/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 110 000 | 110 000 | 106 900 | 106 900 | 58 704 CHF | 59 773 CHF | 100,00% | 100,00% |
08/08/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 110 000 | 110 000 | 108 807 | 108 807 | 62 228 CHF | 63 316 CHF | 99,98% | 99,98% |
07/08/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 110 000 | 110 000 | 108 465 | 108 465 | 61 245 CHF | 62 330 CHF | 99,99% | 99,99% |
06/08/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 112 000 | 112 000 | 110 123 | 110 123 | 63 404 CHF | 64 505 CHF | 99,99% | 99,99% |
02/08/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 110 000 | 110 000 | 105 696 | 105 696 | 56 319 CHF | 57 376 CHF | 99,94% | 99,94% |
30/07/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 106 000 | 106 000 | 104 453 | 104 453 | 60 970 CHF | 62 015 CHF | 100,00% | 100,00% |