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 | 1,11% | 1,11 CHF | 1,12 CHF | 132 000 | 132 000 | 61 324 | 61 324 | 58 453 CHF | 59 068 CHF | 99,87% | 99,87% |
14/08/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 140 000 | 140 000 | 63 072 | 63 072 | 55 461 CHF | 56 093 CHF | 99,27% | 99,27% |
13/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 142 000 | 142 000 | 63 612 | 63 612 | 53 247 CHF | 53 884 CHF | 99,99% | 99,99% |
12/08/2024 | 1,03% | 0,91 CHF | 0,92 CHF | 138 000 | 138 000 | 61 006 | 61 006 | 59 217 CHF | 59 829 CHF | 99,84% | 99,84% |
09/08/2024 | 2,74% | 0,93 CHF | 0,94 CHF | 138 000 | 138 000 | 40 214 | 40 214 | 38 014 CHF | 38 855 CHF | 99,86% | 99,86% |
08/08/2024 | 1,16% | 0,96 CHF | 0,97 CHF | 138 000 | 138 000 | 62 934 | 62 934 | 56 259 CHF | 56 889 CHF | 99,94% | 99,94% |
07/08/2024 | 1,11% | 0,96 CHF | 0,97 CHF | 138 000 | 138 000 | 61 685 | 61 685 | 57 938 CHF | 58 559 CHF | 99,96% | 99,96% |
06/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 142 000 | 142 000 | 62 652 | 62 652 | 59 030 CHF | 59 705 CHF | 99,88% | 99,88% |
02/08/2024 | 1,75% | 1,15 CHF | 1,16 CHF | 132 000 | 132 000 | 42 412 | 42 412 | 53 238 CHF | 53 894 CHF | 99,76% | 99,76% |
30/07/2024 | 0,65% | 2,61 CHF | 2,62 CHF | 94 000 | 94 000 | 41 166 | 41 166 | 113 022 CHF | 113 647 CHF | 99,88% | 99,88% |