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 | 0,62% | 2,46 CHF | 2,47 CHF | 93 000 | 93 000 | 41 861 | 41 861 | 104 706 CHF | 105 252 CHF | 99,89% | 99,89% |
14/08/2024 | 0,66% | 2,47 CHF | 2,48 CHF | 93 000 | 93 000 | 42 507 | 42 507 | 100 232 CHF | 100 785 CHF | 99,15% | 99,15% |
13/08/2024 | 0,73% | 2,20 CHF | 2,21 CHF | 96 000 | 96 000 | 43 531 | 43 531 | 95 051 CHF | 95 620 CHF | 99,92% | 99,92% |
12/08/2024 | 0,72% | 2,14 CHF | 2,15 CHF | 97 000 | 97 000 | 42 959 | 42 959 | 94 152 CHF | 94 712 CHF | 98,69% | 98,69% |
09/08/2024 | 1,26% | 2,19 CHF | 2,20 CHF | 97 000 | 97 000 | 33 014 | 33 014 | 67 217 CHF | 67 737 CHF | 99,42% | 99,42% |
08/08/2024 | 0,78% | 1,62 CHF | 1,63 CHF | 104 000 | 104 000 | 61 428 | 61 428 | 107 616 CHF | 108 291 CHF | 54,61% | 98,45% |
07/08/2024 | - | 1,12 CHF | - CHF | 112 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,89% |
06/08/2024 | - | 1,29 CHF | - CHF | 111 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,67% |
02/08/2024 | - | 1,28 CHF | - CHF | 110 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,77% |
30/07/2024 | 1,55% | 1,18 CHF | 1,19 CHF | 109 000 | 109 000 | 46 880 | 46 880 | 68 591 CHF | 69 439 CHF | 99,84% | 99,84% |