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 | 1,83% | 1,15 CHF | 1,17 CHF | 77 000 | 77 000 | 78 405 | 78 405 | 84 879 CHF | 86 447 CHF | 100,00% | 100,00% |
14/08/2024 | 1,60% | 1,26 CHF | 1,28 CHF | 76 000 | 76 000 | 76 000 | 76 000 | 94 375 CHF | 95 895 CHF | 99,26% | 99,26% |
13/08/2024 | 1,69% | 1,18 CHF | 1,20 CHF | 77 000 | 77 000 | 76 976 | 76 976 | 90 605 CHF | 92 145 CHF | 99,99% | 99,99% |
12/08/2024 | 1,61% | 1,21 CHF | 1,23 CHF | 76 000 | 76 000 | 76 027 | 76 027 | 93 974 CHF | 95 494 CHF | 99,31% | 99,31% |
09/08/2024 | 1,57% | 1,26 CHF | 1,28 CHF | 76 000 | 76 000 | 75 876 | 75 876 | 95 634 CHF | 97 151 CHF | 99,99% | 99,99% |
08/08/2024 | 1,68% | 1,22 CHF | 1,24 CHF | 76 000 | 76 000 | 76 859 | 76 859 | 90 750 CHF | 92 287 CHF | 99,96% | 99,96% |
07/08/2024 | 1,60% | 1,28 CHF | 1,30 CHF | 76 000 | 76 000 | 76 107 | 76 107 | 94 644 CHF | 96 166 CHF | 99,98% | 99,98% |
06/08/2024 | 1,74% | 1,16 CHF | 1,18 CHF | 77 000 | 77 000 | 77 543 | 77 543 | 88 426 CHF | 89 977 CHF | 99,87% | 99,87% |
02/08/2024 | 1,49% | 1,26 CHF | 1,28 CHF | 76 000 | 76 000 | 74 879 | 74 879 | 99 905 CHF | 101 402 CHF | 99,83% | 99,83% |
31/07/2024 | 1,23% | 1,59 CHF | 1,61 CHF | 71 000 | 71 000 | 70 997 | 70 997 | 114 434 CHF | 115 854 CHF | 39,24% | 39,24% |