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 | 0,53% | 2,09 CHF | 2,10 CHF | 75 000 | 75 000 | 77 341 | 77 341 | 147 182 CHF | 147 955 CHF | 99,98% | 99,98% |
14/08/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 79 000 | 79 000 | 79 349 | 79 349 | 138 039 CHF | 138 832 CHF | 99,71% | 99,71% |
13/08/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 80 000 | 80 000 | 80 466 | 80 466 | 133 220 CHF | 134 024 CHF | 100,00% | 100,00% |
12/08/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 80 000 | 80 000 | 79 999 | 79 999 | 133 698 CHF | 134 498 CHF | 99,09% | 99,09% |
09/08/2024 | 0,59% | 1,62 CHF | 1,63 CHF | 81 000 | 81 000 | 80 301 | 80 301 | 136 310 CHF | 137 113 CHF | 99,90% | 99,90% |
08/08/2024 | 0,63% | 1,67 CHF | 1,68 CHF | 81 000 | 81 000 | 81 981 | 81 981 | 129 664 CHF | 130 484 CHF | 99,89% | 99,89% |
07/08/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 80 000 | 80 000 | 80 291 | 80 291 | 138 031 CHF | 138 834 CHF | 95,83% | 99,67% |
06/08/2024 | 0,68% | 1,56 CHF | 1,57 CHF | 83 000 | 83 000 | 83 794 | 83 794 | 122 843 CHF | 123 681 CHF | 99,75% | 99,75% |
02/08/2024 | 0,72% | 1,17 CHF | 1,18 CHF | 87 000 | 87 000 | 82 488 | 82 488 | 117 378 CHF | 118 205 CHF | 99,17% | 99,17% |
30/07/2024 | 0,49% | 1,86 CHF | 1,87 CHF | 78 000 | 78 000 | 76 131 | 76 131 | 155 134 CHF | 155 896 CHF | 99,98% | 99,98% |