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 | 0,52% | 2,96 CHF | 2,97 CHF | 93 000 | 93 000 | 41 856 | 41 856 | 125 388 CHF | 125 934 CHF | 99,88% | 99,88% |
14/08/2024 | 0,55% | 2,97 CHF | 2,98 CHF | 93 000 | 93 000 | 42 505 | 42 505 | 121 135 CHF | 121 687 CHF | 99,16% | 99,16% |
13/08/2024 | 0,59% | 2,69 CHF | 2,70 CHF | 96 000 | 96 000 | 43 531 | 43 531 | 116 497 CHF | 117 066 CHF | 99,92% | 99,92% |
12/08/2024 | 0,59% | 2,64 CHF | 2,65 CHF | 97 000 | 97 000 | 42 970 | 42 970 | 115 425 CHF | 115 986 CHF | 98,63% | 98,63% |
09/08/2024 | 1,00% | 2,68 CHF | 2,69 CHF | 97 000 | 97 000 | 33 014 | 33 014 | 83 446 CHF | 83 965 CHF | 99,43% | 99,43% |
08/08/2024 | 0,61% | 2,11 CHF | 2,12 CHF | 104 000 | 104 000 | 61 478 | 61 478 | 137 859 CHF | 138 535 CHF | 54,62% | 98,41% |
07/08/2024 | 1,36% | 1,61 CHF | 1,62 CHF | 112 000 | 112 000 | 49 387 | 49 387 | 83 189 CHF | 84 090 CHF | 99,89% | 99,89% |
06/08/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 111 000 | 111 000 | 110 512 | 110 512 | 196 533 CHF | 197 638 CHF | 1,07% | 99,89% |
02/08/2024 | 1,18% | 1,76 CHF | 1,77 CHF | 110 000 | 110 000 | 48 158 | 48 158 | 92 117 CHF | 92 988 CHF | 99,81% | 99,81% |
30/07/2024 | 1,16% | 1,68 CHF | 1,69 CHF | 109 000 | 109 000 | 46 891 | 46 891 | 92 182 CHF | 93 030 CHF | 99,85% | 99,85% |