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 | 1,28% | 0,87 CHF | 0,88 CHF | 194 000 | 194 000 | 88 463 | 88 463 | 71 689 CHF | 72 575 CHF | 99,90% | 99,90% |
14/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 200 000 | 200 000 | 88 445 | 88 445 | 65 955 CHF | 66 842 CHF | 99,45% | 99,45% |
13/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 200 000 | 200 000 | 89 504 | 89 504 | 67 335 CHF | 68 232 CHF | 100,00% | 100,00% |
12/08/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 200 000 | 200 000 | 89 417 | 89 417 | 68 777 CHF | 69 674 CHF | 98,97% | 98,97% |
09/08/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 200 000 | 200 000 | 89 560 | 89 560 | 66 404 CHF | 67 301 CHF | 98,38% | 98,38% |
08/08/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 200 000 | 200 000 | 65 591 | 65 591 | 47 442 CHF | 48 099 CHF | 99,97% | 99,97% |
07/08/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 196 000 | 196 000 | 80 314 | 80 314 | 71 714 CHF | 72 518 CHF | 90,40% | 90,40% |
06/08/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 196 000 | 196 000 | 88 645 | 88 645 | 77 810 CHF | 78 698 CHF | 99,93% | 99,93% |
02/08/2024 | 0,99% | 0,92 CHF | 0,93 CHF | 194 000 | 194 000 | 84 841 | 84 841 | 85 002 CHF | 85 852 CHF | 99,97% | 99,97% |
30/07/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 184 000 | 184 000 | 79 918 | 79 918 | 85 761 CHF | 86 561 CHF | 99,89% | 99,89% |