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 | 1,77% | 0,63 CHF | 0,64 CHF | 69 300 | 69 300 | 31 434 | 31 434 | 18 552 CHF | 18 867 CHF | 99,89% | 99,89% |
14/08/2024 | 2,59% | 0,56 CHF | 0,57 CHF | 67 700 | 67 700 | 29 914 | 29 914 | 17 265 CHF | 17 652 CHF | 99,22% | 99,22% |
13/08/2024 | 1,88% | 0,59 CHF | 0,60 CHF | 72 300 | 72 300 | 33 426 | 33 426 | 18 382 CHF | 18 717 CHF | 100,00% | 100,00% |
12/08/2024 | 1,83% | 0,56 CHF | 0,57 CHF | 71 000 | 71 000 | 31 846 | 31 846 | 17 445 CHF | 17 764 CHF | 99,14% | 99,14% |
09/08/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 74 200 | 74 200 | 33 185 | 33 185 | 18 018 CHF | 18 350 CHF | 99,66% | 99,66% |
08/08/2024 | 2,27% | 0,50 CHF | 0,51 CHF | 88 700 | 88 700 | 40 205 | 40 205 | 18 710 CHF | 19 113 CHF | 99,88% | 99,88% |
07/08/2024 | 2,32% | 0,47 CHF | 0,48 CHF | 92 300 | 92 300 | 41 988 | 41 988 | 18 845 CHF | 19 267 CHF | 99,89% | 99,89% |
06/08/2024 | 2,72% | 0,42 CHF | 0,43 CHF | 95 600 | 95 600 | 43 126 | 43 126 | 17 941 CHF | 18 405 CHF | 99,36% | 99,36% |
02/08/2024 | 7,29% | 0,44 CHF | 0,45 CHF | 81 500 | 81 500 | 28 724 | 28 724 | 14 310 CHF | 14 934 CHF | 84,31% | 95,01% |
30/07/2024 | - | 0,55 CHF | - CHF | 71 900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,98% |