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 | 0,96% | 1,08 CHF | 1,09 CHF | 89 000 | 89 000 | 40 290 | 40 290 | 42 907 CHF | 43 311 CHF | 99,89% | 99,89% |
14/08/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 91 000 | 91 000 | 41 060 | 41 060 | 42 179 CHF | 42 591 CHF | 99,27% | 99,27% |
13/08/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 91 000 | 91 000 | 41 072 | 41 072 | 41 248 CHF | 41 659 CHF | 100,00% | 100,00% |
12/08/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 91 000 | 91 000 | 40 731 | 40 731 | 41 596 CHF | 42 005 CHF | 99,90% | 99,90% |
09/08/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 91 000 | 91 000 | 40 997 | 40 997 | 42 092 CHF | 42 503 CHF | 99,89% | 99,89% |
08/08/2024 | 1,08% | 1,00 CHF | 1,01 CHF | 91 000 | 91 000 | 41 768 | 41 768 | 40 052 CHF | 40 471 CHF | 99,93% | 99,93% |
07/08/2024 | 1,07% | 0,98 CHF | 0,99 CHF | 92 000 | 92 000 | 41 784 | 41 784 | 40 045 CHF | 40 463 CHF | 99,99% | 99,99% |
06/08/2024 | 1,31% | 0,91 CHF | 0,92 CHF | 95 000 | 95 000 | 42 875 | 42 875 | 37 941 CHF | 38 404 CHF | 99,99% | 99,99% |
02/08/2024 | 1,88% | 0,91 CHF | 0,92 CHF | 94 000 | 94 000 | 41 248 | 41 248 | 39 096 CHF | 39 721 CHF | 99,91% | 99,91% |
30/07/2024 | 1,72% | 1,03 CHF | 1,04 CHF | 89 000 | 89 000 | 40 213 | 40 213 | 41 804 CHF | 42 416 CHF | 99,90% | 99,90% |