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 | 1,57% | 0,97 CHF | 0,98 CHF | 70 000 | 70 000 | 32 787 | 32 787 | 32 214 CHF | 32 651 CHF | 99,49% | 99,49% |
14/08/2024 | 1,57% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 32 946 | 32 946 | 32 206 CHF | 32 643 CHF | 98,22% | 98,22% |
13/08/2024 | 1,59% | 0,97 CHF | 0,98 CHF | 70 000 | 70 000 | 32 752 | 32 752 | 32 068 CHF | 32 504 CHF | 100,00% | 100,00% |
12/08/2024 | 1,60% | 0,96 CHF | 0,97 CHF | 70 000 | 70 000 | 32 710 | 32 710 | 31 680 CHF | 32 115 CHF | 99,00% | 99,00% |
09/08/2024 | 1,58% | 0,97 CHF | 0,98 CHF | 70 000 | 70 000 | 32 811 | 32 811 | 31 748 CHF | 32 184 CHF | 99,78% | 99,78% |
08/08/2024 | 1,59% | 0,97 CHF | 0,98 CHF | 70 000 | 70 000 | 32 786 | 32 786 | 32 022 CHF | 32 457 CHF | 99,69% | 99,69% |
07/08/2024 | 1,59% | 1,02 CHF | 1,03 CHF | 70 000 | 70 000 | 32 776 | 32 776 | 32 429 CHF | 32 864 CHF | 99,73% | 99,73% |
06/08/2024 | 1,76% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 32 872 | 32 872 | 31 620 CHF | 32 083 CHF | 98,65% | 98,65% |
02/08/2024 | 1,57% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 31 984 | 31 984 | 32 120 CHF | 32 548 CHF | 98,10% | 98,10% |
30/07/2024 | 1,79% | 0,84 CHF | 0,85 CHF | 70 000 | 70 000 | 32 823 | 32 823 | 28 242 CHF | 28 679 CHF | 99,45% | 99,45% |