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 | 0,68% | 1,66 CHF | 1,67 CHF | 130 000 | 130 000 | 57 052 | 57 052 | 87 528 CHF | 88 099 CHF | 99,89% | 99,89% |
14/08/2024 | 0,78% | 1,43 CHF | 1,44 CHF | 138 000 | 138 000 | 58 123 | 58 123 | 78 230 CHF | 78 813 CHF | 99,55% | 99,55% |
13/08/2024 | 0,84% | 1,26 CHF | 1,27 CHF | 144 000 | 144 000 | 61 309 | 61 309 | 74 718 CHF | 75 332 CHF | 99,98% | 99,98% |
12/08/2024 | 0,89% | 1,23 CHF | 1,24 CHF | 144 000 | 144 000 | 61 763 | 61 763 | 70 970 CHF | 71 589 CHF | 99,00% | 99,00% |
09/08/2024 | 0,94% | 1,13 CHF | 1,14 CHF | 148 000 | 148 000 | 62 043 | 62 043 | 67 873 CHF | 68 495 CHF | 97,80% | 97,80% |
08/08/2024 | 1,18% | 0,98 CHF | 0,99 CHF | 154 000 | 154 000 | 65 716 | 65 716 | 59 411 CHF | 60 069 CHF | 99,76% | 99,76% |
07/08/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 152 000 | 152 000 | 65 639 | 65 639 | 66 483 CHF | 67 141 CHF | 96,52% | 96,52% |
06/08/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 158 000 | 158 000 | 64 161 | 64 161 | 61 027 CHF | 61 702 CHF | 99,36% | 99,36% |
02/08/2024 | 0,98% | 1,15 CHF | 1,16 CHF | 148 000 | 148 000 | 58 572 | 58 572 | 73 256 CHF | 73 933 CHF | 99,52% | 99,52% |
30/07/2024 | 0,57% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 53 884 | 53 884 | 94 914 CHF | 95 454 CHF | 99,89% | 99,89% |