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 | 0,79% | 3,02 CHF | 3,03 CHF | 88 000 | 88 000 | 35 129 | 35 129 | 105 325 CHF | 105 932 CHF | 99,89% | 99,89% |
14/08/2024 | 0,82% | 2,94 CHF | 2,95 CHF | 90 000 | 90 000 | 34 954 | 34 954 | 100 566 CHF | 101 162 CHF | 99,68% | 99,68% |
13/08/2024 | 0,92% | 2,65 CHF | 2,66 CHF | 96 000 | 96 000 | 38 637 | 38 637 | 98 863 CHF | 99 534 CHF | 99,99% | 99,99% |
12/08/2024 | 0,93% | 2,57 CHF | 2,58 CHF | 96 000 | 96 000 | 38 675 | 38 675 | 98 231 CHF | 98 900 CHF | 99,02% | 99,02% |
09/08/2024 | 0,90% | 2,53 CHF | 2,54 CHF | 98 000 | 98 000 | 38 725 | 38 725 | 98 388 CHF | 99 054 CHF | 98,06% | 98,06% |
08/08/2024 | 0,74% | 2,35 CHF | 2,36 CHF | 100 000 | 100 000 | 41 127 | 41 127 | 89 091 CHF | 89 615 CHF | 99,88% | 99,88% |
07/08/2024 | 0,73% | 2,18 CHF | 2,19 CHF | 104 000 | 104 000 | 40 577 | 40 577 | 94 760 CHF | 95 325 CHF | 98,34% | 98,34% |
06/08/2024 | 0,78% | 2,32 CHF | 2,33 CHF | 102 000 | 102 000 | 38 852 | 38 852 | 88 921 CHF | 89 437 CHF | 99,17% | 99,17% |
02/08/2024 | 1,09% | 2,24 CHF | 2,25 CHF | 104 000 | 104 000 | 40 052 | 40 052 | 92 519 CHF | 93 261 CHF | 99,44% | 99,44% |
30/07/2024 | 0,66% | 3,26 CHF | 3,27 CHF | 84 000 | 84 000 | 31 978 | 31 978 | 110 766 CHF | 111 311 CHF | 99,88% | 99,88% |