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 | 1,15% | 0,96 CHF | 0,99 CHF | 13 000 | 13 000 | 83 093 | 83 093 | 75 781 CHF | 76 620 CHF | 98,93% | 98,93% |
14/08/2024 | 1,32% | 0,84 CHF | 0,87 CHF | 13 000 | 13 000 | 84 649 | 84 649 | 67 200 CHF | 68 055 CHF | 98,15% | 98,15% |
13/08/2024 | 1,42% | 0,84 CHF | 0,87 CHF | 13 000 | 13 000 | 85 434 | 85 434 | 63 200 CHF | 64 063 CHF | 98,90% | 98,90% |
12/08/2024 | 1,36% | 0,73 CHF | 0,76 CHF | 14 000 | 14 000 | 85 334 | 85 334 | 66 822 CHF | 67 685 CHF | 98,94% | 98,94% |
09/08/2024 | 1,43% | 0,87 CHF | 0,90 CHF | 13 000 | 13 000 | 85 812 | 85 812 | 62 436 CHF | 63 302 CHF | 98,90% | 98,90% |
08/08/2024 | 2,30% | 0,49 CHF | 0,52 CHF | 14 000 | 14 000 | 90 946 | 90 946 | 41 870 CHF | 42 788 CHF | 98,75% | 98,75% |
07/08/2024 | 2,31% | 0,29 CHF | 0,32 CHF | 15 000 | 15 000 | 90 649 | 90 649 | 43 733 CHF | 44 649 CHF | 98,85% | 98,85% |
06/08/2024 | - | 0,74 CHF | - CHF | 7 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,87% |
02/08/2024 | 1,46% | 0,58 CHF | 0,61 CHF | 14 000 | 14 000 | 86 126 | 86 126 | 63 659 CHF | 64 529 CHF | 98,75% | 98,75% |
30/07/2024 | 1,30% | 0,71 CHF | 0,74 CHF | 14 000 | 14 000 | 83 802 | 83 802 | 68 683 CHF | 69 529 CHF | 98,89% | 98,89% |