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 | 0,90% | 1,30 CHF | 1,31 CHF | 130 000 | 130 000 | 57 056 | 57 056 | 66 901 CHF | 67 473 CHF | 99,89% | 99,89% |
14/08/2024 | 1,07% | 1,07 CHF | 1,08 CHF | 138 000 | 138 000 | 58 117 | 58 117 | 57 336 CHF | 57 919 CHF | 99,53% | 99,53% |
13/08/2024 | 1,19% | 0,90 CHF | 0,91 CHF | 144 000 | 144 000 | 61 319 | 61 319 | 52 658 CHF | 53 273 CHF | 99,99% | 99,99% |
12/08/2024 | 1,31% | 0,87 CHF | 0,88 CHF | 144 000 | 144 000 | 61 763 | 61 763 | 48 661 CHF | 49 280 CHF | 98,98% | 98,98% |
09/08/2024 | 1,39% | 0,77 CHF | 0,78 CHF | 148 000 | 148 000 | 62 013 | 62 013 | 45 595 CHF | 46 217 CHF | 97,87% | 97,87% |
08/08/2024 | 2,01% | 0,62 CHF | 0,63 CHF | 154 000 | 154 000 | 65 670 | 65 670 | 35 910 CHF | 36 568 CHF | 99,72% | 99,72% |
07/08/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 152 000 | 152 000 | 65 659 | 65 659 | 42 992 CHF | 43 649 CHF | 96,55% | 96,55% |
06/08/2024 | 1,79% | 0,53 CHF | 0,54 CHF | 158 000 | 158 000 | 64 146 | 64 146 | 38 317 CHF | 38 993 CHF | 99,33% | 99,33% |
02/08/2024 | 1,35% | 0,79 CHF | 0,80 CHF | 148 000 | 148 000 | 58 647 | 58 647 | 52 302 CHF | 52 979 CHF | 99,60% | 99,60% |
30/07/2024 | 0,72% | 1,27 CHF | 1,28 CHF | 130 000 | 130 000 | 53 879 | 53 879 | 75 142 CHF | 75 682 CHF | 99,88% | 99,88% |