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 | 1,27% | 0,77 CHF | 0,78 CHF | 136 500 | 136 500 | 136 437 | 136 437 | 107 264 CHF | 108 629 CHF | 100,00% | 100,00% |
14/08/2024 | 1,15% | 0,81 CHF | 0,82 CHF | 122 700 | 122 700 | 124 229 | 124 229 | 107 902 CHF | 109 144 CHF | 99,27% | 99,27% |
13/08/2024 | 1,04% | 0,92 CHF | 0,93 CHF | 119 400 | 119 400 | 120 673 | 120 673 | 115 578 CHF | 116 785 CHF | 99,99% | 99,99% |
12/08/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 117 800 | 117 800 | 118 412 | 118 412 | 109 951 CHF | 111 135 CHF | 99,31% | 99,31% |
09/08/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 112 500 | 112 500 | 113 859 | 113 859 | 109 057 CHF | 110 195 CHF | 100,00% | 100,00% |
08/08/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 120 700 | 120 700 | 121 743 | 121 743 | 126 087 CHF | 127 305 CHF | 99,94% | 99,94% |
07/08/2024 | 0,93% | 0,92 CHF | 0,93 CHF | 81 000 | 81 000 | 82 519 | 82 519 | 89 181 CHF | 90 006 CHF | 99,95% | 99,95% |
06/08/2024 | 0,72% | 1,33 CHF | 1,34 CHF | 85 400 | 85 400 | 86 319 | 86 319 | 120 010 CHF | 120 874 CHF | 99,93% | 99,93% |
02/08/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 128 600 | 128 600 | 127 178 | 127 178 | 127 355 CHF | 128 627 CHF | 99,91% | 99,91% |
30/07/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 119 600 | 119 600 | 119 862 | 119 862 | 109 662 CHF | 110 861 CHF | 100,00% | 100,00% |