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 | 1,50% | 0,86 CHF | 0,87 CHF | 132 000 | 132 000 | 61 333 | 61 333 | 43 693 CHF | 44 308 CHF | 99,88% | 99,88% |
14/08/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 140 000 | 140 000 | 63 073 | 63 073 | 40 460 CHF | 41 092 CHF | 99,27% | 99,27% |
13/08/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 142 000 | 142 000 | 63 619 | 63 619 | 38 127 CHF | 38 764 CHF | 99,92% | 99,92% |
12/08/2024 | 1,36% | 0,67 CHF | 0,68 CHF | 138 000 | 138 000 | 61 009 | 61 009 | 44 510 CHF | 45 122 CHF | 99,83% | 99,83% |
09/08/2024 | 3,62% | 0,69 CHF | 0,70 CHF | 138 000 | 138 000 | 40 212 | 40 212 | 28 403 CHF | 29 244 CHF | 99,86% | 99,86% |
08/08/2024 | 1,59% | 0,72 CHF | 0,73 CHF | 138 000 | 138 000 | 62 929 | 62 929 | 41 340 CHF | 41 970 CHF | 99,92% | 99,92% |
07/08/2024 | 1,49% | 0,72 CHF | 0,73 CHF | 138 000 | 138 000 | 61 677 | 61 677 | 43 260 CHF | 43 881 CHF | 99,95% | 99,95% |
06/08/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 142 000 | 142 000 | 62 662 | 62 662 | 44 264 CHF | 44 940 CHF | 99,89% | 99,89% |
02/08/2024 | 2,15% | 0,91 CHF | 0,92 CHF | 132 000 | 132 000 | 42 465 | 42 465 | 42 898 CHF | 43 554 CHF | 99,82% | 99,82% |
30/07/2024 | 0,73% | 2,33 CHF | 2,34 CHF | 94 000 | 94 000 | 41 166 | 41 166 | 101 314 CHF | 101 938 CHF | 99,88% | 99,88% |