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 | 1,46% | 0,73 CHF | 0,74 CHF | 84 000 | 84 000 | 84 657 | 84 657 | 57 708 CHF | 58 555 CHF | 99,99% | 99,99% |
14/08/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 85 000 | 85 000 | 85 453 | 85 453 | 53 671 CHF | 54 526 CHF | 99,69% | 99,69% |
13/08/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 86 000 | 86 000 | 85 865 | 85 865 | 54 441 CHF | 55 300 CHF | 99,73% | 99,73% |
12/08/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 85 000 | 85 000 | 85 142 | 85 142 | 56 279 CHF | 57 131 CHF | 99,18% | 99,18% |
09/08/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 86 000 | 86 000 | 86 298 | 86 298 | 53 476 CHF | 54 339 CHF | 99,99% | 99,99% |
08/08/2024 | 1,77% | 0,59 CHF | 0,60 CHF | 87 000 | 87 000 | 87 752 | 87 752 | 49 254 CHF | 50 132 CHF | 99,97% | 99,97% |
07/08/2024 | 1,83% | 0,60 CHF | 0,61 CHF | 87 000 | 87 000 | 88 021 | 88 021 | 47 838 CHF | 48 718 CHF | 99,99% | 99,99% |
06/08/2024 | 2,42% | 0,45 CHF | 0,46 CHF | 90 000 | 90 000 | 90 951 | 90 951 | 37 332 CHF | 38 242 CHF | 99,95% | 99,95% |
02/08/2024 | 1,48% | 0,60 CHF | 0,61 CHF | 87 000 | 87 000 | 85 966 | 85 966 | 57 629 CHF | 58 488 CHF | 99,93% | 99,93% |
30/07/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 84 000 | 84 000 | 84 002 | 84 002 | 59 127 CHF | 59 967 CHF | 100,00% | 100,00% |