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 | 1,71% | 0,89 CHF | 0,90 CHF | 200 000 | 200 000 | 91 041 | 91 041 | 82 017 CHF | 83 205 CHF | 99,89% | 99,89% |
14/08/2024 | 1,66% | 0,92 CHF | 0,93 CHF | 210 000 | 210 000 | 94 183 | 94 183 | 87 011 CHF | 88 235 CHF | 99,27% | 99,27% |
13/08/2024 | 1,58% | 0,94 CHF | 0,95 CHF | 210 000 | 210 000 | 95 759 | 95 759 | 92 536 CHF | 93 783 CHF | 99,99% | 99,99% |
12/08/2024 | 1,59% | 0,97 CHF | 0,98 CHF | 215 000 | 215 000 | 96 099 | 96 099 | 93 514 CHF | 94 765 CHF | 99,82% | 99,82% |
09/08/2024 | 1,58% | 0,98 CHF | 0,99 CHF | 220 000 | 220 000 | 96 933 | 96 933 | 95 053 CHF | 96 312 CHF | 99,90% | 99,90% |
08/08/2024 | 1,55% | 0,97 CHF | 0,98 CHF | 215 000 | 215 000 | 98 126 | 98 126 | 97 257 CHF | 98 532 CHF | 99,80% | 99,80% |
07/08/2024 | 1,60% | 0,97 CHF | 0,98 CHF | 215 000 | 215 000 | 96 276 | 96 276 | 92 682 CHF | 93 934 CHF | 99,90% | 99,90% |
06/08/2024 | 2,64% | 0,98 CHF | 0,99 CHF | 225 000 | 225 000 | 73 829 | 73 829 | 72 200 CHF | 73 418 CHF | 99,99% | 99,99% |
02/08/2024 | 1,59% | 0,96 CHF | 0,97 CHF | 215 000 | 215 000 | 96 137 | 96 137 | 92 873 CHF | 94 121 CHF | 99,98% | 99,98% |
30/07/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 195 000 | 195 000 | 86 590 | 86 590 | 75 841 CHF | 76 709 CHF | 99,41% | 99,41% |