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 | 1,58% | 0,83 CHF | 0,84 CHF | 132 000 | 132 000 | 61 329 | 61 329 | 41 626 CHF | 42 241 CHF | 99,88% | 99,88% |
14/08/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 140 000 | 140 000 | 63 072 | 63 072 | 38 269 CHF | 38 901 CHF | 99,27% | 99,27% |
13/08/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 142 000 | 142 000 | 63 612 | 63 612 | 35 887 CHF | 36 524 CHF | 99,99% | 99,99% |
12/08/2024 | 1,42% | 0,64 CHF | 0,65 CHF | 138 000 | 138 000 | 61 008 | 61 008 | 42 452 CHF | 43 064 CHF | 99,83% | 99,83% |
09/08/2024 | 3,78% | 0,66 CHF | 0,67 CHF | 138 000 | 138 000 | 40 219 | 40 219 | 27 057 CHF | 27 899 CHF | 99,88% | 99,88% |
08/08/2024 | 1,68% | 0,69 CHF | 0,70 CHF | 138 000 | 138 000 | 62 895 | 62 895 | 39 181 CHF | 39 811 CHF | 99,89% | 99,89% |
07/08/2024 | 1,56% | 0,69 CHF | 0,70 CHF | 138 000 | 138 000 | 61 695 | 61 695 | 41 179 CHF | 41 801 CHF | 99,97% | 99,97% |
06/08/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 142 000 | 142 000 | 62 613 | 62 613 | 42 210 CHF | 42 885 CHF | 99,83% | 99,83% |
02/08/2024 | 2,20% | 0,88 CHF | 0,89 CHF | 132 000 | 132 000 | 42 440 | 42 440 | 41 750 CHF | 42 406 CHF | 99,79% | 99,79% |
30/07/2024 | 0,73% | 2,33 CHF | 2,34 CHF | 94 000 | 94 000 | 41 168 | 41 168 | 101 555 CHF | 102 180 CHF | 99,88% | 99,88% |