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 | 1,30% | 0,81 CHF | 0,82 CHF | 80 000 | 80 000 | 36 624 | 36 624 | 29 165 CHF | 29 532 CHF | 99,26% | 99,26% |
14/08/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 80 000 | 80 000 | 37 338 | 37 338 | 28 399 CHF | 28 775 CHF | 99,11% | 99,11% |
13/08/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 80 000 | 80 000 | 37 303 | 37 303 | 27 422 CHF | 27 797 CHF | 99,93% | 99,93% |
12/08/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 80 000 | 80 000 | 37 284 | 37 284 | 28 209 CHF | 28 585 CHF | 99,14% | 99,14% |
09/08/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 80 000 | 80 000 | 37 323 | 37 323 | 28 592 CHF | 28 967 CHF | 99,86% | 99,86% |
08/08/2024 | 1,54% | 0,73 CHF | 0,74 CHF | 90 000 | 90 000 | 44 738 | 44 738 | 30 608 CHF | 31 057 CHF | 99,70% | 99,70% |
07/08/2024 | 1,51% | 0,70 CHF | 0,71 CHF | 90 000 | 90 000 | 44 810 | 44 810 | 30 459 CHF | 30 908 CHF | 99,64% | 99,64% |
06/08/2024 | 1,91% | 0,64 CHF | 0,65 CHF | 90 000 | 90 000 | 44 652 | 44 652 | 27 418 CHF | 27 907 CHF | 99,63% | 99,63% |
02/08/2024 | 2,73% | 0,63 CHF | 0,64 CHF | 90 000 | 90 000 | 38 849 | 38 849 | 25 438 CHF | 26 032 CHF | 98,77% | 98,77% |
30/07/2024 | 2,40% | 0,73 CHF | 0,74 CHF | 80 000 | 80 000 | 37 389 | 37 389 | 27 904 CHF | 28 482 CHF | 98,46% | 98,46% |