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 | 0,62% | 1,63 CHF | 1,64 CHF | 27 460 | 27 460 | 27 197 | 27 197 | 43 908 CHF | 44 180 CHF | 99,44% | 99,44% |
14/08/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 27 490 | 27 490 | 27 430 | 27 430 | 42 701 CHF | 42 975 CHF | 100,00% | 100,00% |
13/08/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 27 770 | 27 770 | 27 639 | 27 639 | 41 447 CHF | 41 724 CHF | 99,35% | 99,35% |
12/08/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 27 770 | 27 770 | 27 577 | 27 577 | 41 875 CHF | 42 151 CHF | 100,00% | 100,00% |
09/08/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 27 740 | 27 740 | 27 514 | 27 514 | 41 376 CHF | 41 651 CHF | 91,67% | 100,00% |
08/08/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 27 950 | 27 950 | 27 668 | 27 668 | 40 223 CHF | 40 500 CHF | 97,50% | 97,50% |
07/08/2024 | 0,69% | 1,52 CHF | 1,53 CHF | 27 760 | 27 760 | 27 707 | 27 707 | 40 299 CHF | 40 577 CHF | 99,98% | 99,98% |
06/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 28 370 | 28 370 | 28 261 | 28 261 | 37 318 CHF | 37 601 CHF | 96,90% | 96,90% |
02/08/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 27 640 | 27 640 | 27 271 | 27 271 | 41 986 CHF | 42 259 CHF | 95,97% | 95,97% |
31/07/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 27 450 | 27 450 | 27 452 | 27 452 | 44 250 CHF | 44 524 CHF | 45,16% | 45,16% |