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 | 0,74% | 1,56 CHF | 1,57 CHF | 130 000 | 130 000 | 57 055 | 57 055 | 81 706 CHF | 82 277 CHF | 99,90% | 99,90% |
14/08/2024 | 0,85% | 1,33 CHF | 1,34 CHF | 138 000 | 138 000 | 58 108 | 58 108 | 72 326 CHF | 72 910 CHF | 99,52% | 99,52% |
13/08/2024 | 0,92% | 1,16 CHF | 1,17 CHF | 144 000 | 144 000 | 61 319 | 61 319 | 68 542 CHF | 69 156 CHF | 99,99% | 99,99% |
12/08/2024 | 0,98% | 1,13 CHF | 1,14 CHF | 144 000 | 144 000 | 61 750 | 61 750 | 64 710 CHF | 65 329 CHF | 99,02% | 99,02% |
09/08/2024 | 1,03% | 1,03 CHF | 1,04 CHF | 148 000 | 148 000 | 61 998 | 61 998 | 61 606 CHF | 62 227 CHF | 98,02% | 98,02% |
08/08/2024 | 1,33% | 0,88 CHF | 0,89 CHF | 154 000 | 154 000 | 65 678 | 65 678 | 52 859 CHF | 53 516 CHF | 99,71% | 99,71% |
07/08/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 152 000 | 152 000 | 65 649 | 65 649 | 59 944 CHF | 60 601 CHF | 96,54% | 96,54% |
06/08/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 158 000 | 158 000 | 64 216 | 64 216 | 54 759 CHF | 55 435 CHF | 99,41% | 99,41% |
02/08/2024 | 1,06% | 1,05 CHF | 1,06 CHF | 148 000 | 148 000 | 58 639 | 58 639 | 67 421 CHF | 68 098 CHF | 99,60% | 99,60% |
30/07/2024 | 0,61% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 53 879 | 53 879 | 89 285 CHF | 89 825 CHF | 99,88% | 99,88% |