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 | 1,94% | 1,20 CHF | 1,22 CHF | 52 700 | 52 700 | 53 212 | 53 212 | 54 683 CHF | 55 748 CHF | 99,98% | 99,98% |
14/08/2024 | 2,02% | 0,91 CHF | 0,93 CHF | 53 400 | 53 400 | 52 788 | 52 788 | 51 862 CHF | 52 918 CHF | 98,44% | 98,44% |
13/08/2024 | 2,04% | 0,97 CHF | 0,99 CHF | 52 600 | 52 600 | 52 827 | 52 814 | 51 326 CHF | 52 369 CHF | 99,97% | 99,97% |
12/08/2024 | 1,97% | 1,07 CHF | 1,09 CHF | 52 900 | 52 900 | 56 605 | 56 605 | 56 943 CHF | 58 075 CHF | 98,68% | 98,68% |
09/08/2024 | 2,14% | 0,90 CHF | 0,92 CHF | 57 800 | 57 800 | 58 797 | 58 797 | 54 353 CHF | 55 529 CHF | 99,91% | 99,91% |
08/08/2024 | 2,24% | 0,95 CHF | 0,97 CHF | 59 100 | 59 100 | 57 635 | 57 635 | 50 994 CHF | 52 147 CHF | 99,87% | 99,87% |
07/08/2024 | 2,26% | 0,95 CHF | 0,97 CHF | 57 200 | 57 200 | 62 459 | 62 459 | 54 684 CHF | 55 933 CHF | 99,94% | 99,94% |
06/08/2024 | 2,40% | 0,84 CHF | 0,86 CHF | 64 100 | 64 100 | 61 748 | 61 748 | 50 989 CHF | 52 224 CHF | 99,80% | 99,80% |
02/08/2024 | 1,94% | 1,31 CHF | 1,34 CHF | 34 700 | 34 700 | 34 319 | 34 319 | 52 565 CHF | 53 595 CHF | 99,71% | 99,71% |
30/07/2024 | 2,08% | 1,45 CHF | 1,48 CHF | 38 300 | 38 300 | 41 557 | 41 557 | 59 231 CHF | 60 478 CHF | 99,99% | 99,99% |