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 | 0,92% | 1,30 CHF | 1,31 CHF | 132 000 | 132 000 | 61 333 | 61 333 | 70 151 CHF | 70 766 CHF | 99,88% | 99,88% |
14/08/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 140 000 | 140 000 | 63 073 | 63 073 | 67 349 CHF | 67 981 CHF | 99,27% | 99,27% |
13/08/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 142 000 | 142 000 | 63 612 | 63 612 | 65 322 CHF | 65 959 CHF | 99,99% | 99,99% |
12/08/2024 | 0,86% | 1,10 CHF | 1,11 CHF | 138 000 | 138 000 | 61 007 | 61 007 | 70 803 CHF | 71 415 CHF | 99,83% | 99,83% |
09/08/2024 | 2,31% | 1,12 CHF | 1,13 CHF | 138 000 | 138 000 | 40 223 | 40 223 | 45 627 CHF | 46 469 CHF | 99,90% | 99,90% |
08/08/2024 | 0,96% | 1,15 CHF | 1,16 CHF | 138 000 | 138 000 | 62 875 | 62 875 | 68 092 CHF | 68 722 CHF | 99,90% | 99,90% |
07/08/2024 | 0,93% | 1,15 CHF | 1,16 CHF | 138 000 | 138 000 | 61 697 | 61 697 | 69 559 CHF | 70 180 CHF | 99,97% | 99,97% |
06/08/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 142 000 | 142 000 | 62 627 | 62 627 | 70 689 CHF | 71 364 CHF | 99,85% | 99,85% |
02/08/2024 | 1,54% | 1,34 CHF | 1,35 CHF | 132 000 | 132 000 | 42 401 | 42 401 | 61 222 CHF | 61 877 CHF | 99,75% | 99,75% |
30/07/2024 | 0,61% | 2,80 CHF | 2,81 CHF | 94 000 | 94 000 | 41 167 | 41 167 | 120 967 CHF | 121 592 CHF | 99,88% | 99,88% |