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 | 1,36% | 2,82 CHF | 2,84 CHF | 32 800 | 32 800 | 21 892 | 21 892 | 61 802 CHF | 62 578 CHF | 99,85% | 99,85% |
14/08/2024 | 1,44% | 2,76 CHF | 2,78 CHF | 33 170 | 33 170 | 22 427 | 22 427 | 60 184 CHF | 60 979 CHF | 99,83% | 99,83% |
13/08/2024 | 1,49% | 2,64 CHF | 2,66 CHF | 33 710 | 33 710 | 22 750 | 22 750 | 58 491 CHF | 59 297 CHF | 99,86% | 99,86% |
12/08/2024 | 1,50% | 2,58 CHF | 2,60 CHF | 34 070 | 34 070 | 22 835 | 22 835 | 58 344 CHF | 59 151 CHF | 100,00% | 100,00% |
09/08/2024 | 1,53% | 2,53 CHF | 2,55 CHF | 34 280 | 34 280 | 22 913 | 22 913 | 57 473 CHF | 58 287 CHF | 99,31% | 99,31% |
08/08/2024 | 1,64% | 2,47 CHF | 2,49 CHF | 34 590 | 34 590 | 23 410 | 23 410 | 55 566 CHF | 56 402 CHF | 98,66% | 98,66% |
07/08/2024 | 1,61% | 2,51 CHF | 2,53 CHF | 34 410 | 34 410 | 23 311 | 23 311 | 56 161 CHF | 56 991 CHF | 99,41% | 99,41% |
06/08/2024 | 1,70% | 2,27 CHF | 2,29 CHF | 35 780 | 35 780 | 23 743 | 23 743 | 53 635 CHF | 54 482 CHF | 92,80% | 92,80% |
02/08/2024 | 1,60% | 2,33 CHF | 2,35 CHF | 35 460 | 35 460 | 23 092 | 23 092 | 55 493 CHF | 56 320 CHF | 97,73% | 97,73% |
30/07/2024 | 1,49% | 2,54 CHF | 2,56 CHF | 34 240 | 34 240 | 22 754 | 22 754 | 58 589 CHF | 59 396 CHF | 99,75% | 99,75% |