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 | 1,65% | 0,90 CHF | 0,91 CHF | 148 000 | 148 000 | 66 881 | 66 881 | 61 646 CHF | 62 519 CHF | 99,89% | 99,89% |
14/08/2024 | 1,62% | 0,96 CHF | 0,97 CHF | 151 000 | 151 000 | 68 094 | 68 094 | 65 107 CHF | 65 990 CHF | 99,27% | 99,27% |
13/08/2024 | 1,58% | 0,97 CHF | 0,98 CHF | 152 000 | 152 000 | 68 004 | 68 004 | 66 294 CHF | 67 177 CHF | 100,00% | 100,00% |
12/08/2024 | 1,58% | 0,97 CHF | 0,98 CHF | 151 000 | 151 000 | 68 017 | 68 017 | 66 590 CHF | 67 473 CHF | 99,24% | 99,24% |
09/08/2024 | 1,58% | 0,98 CHF | 0,99 CHF | 152 000 | 152 000 | 68 081 | 68 081 | 66 595 CHF | 67 479 CHF | 99,90% | 99,90% |
08/08/2024 | 1,51% | 1,01 CHF | 1,02 CHF | 153 000 | 153 000 | 69 085 | 69 085 | 69 906 CHF | 70 805 CHF | 99,94% | 99,94% |
07/08/2024 | 1,53% | 0,98 CHF | 0,99 CHF | 152 000 | 152 000 | 68 982 | 68 982 | 68 927 CHF | 69 826 CHF | 99,99% | 99,99% |
06/08/2024 | 1,58% | 0,99 CHF | 1,00 CHF | 155 000 | 155 000 | 70 767 | 70 767 | 73 928 CHF | 74 903 CHF | 99,79% | 99,79% |
02/08/2024 | 1,64% | 0,94 CHF | 0,95 CHF | 152 000 | 152 000 | 67 371 | 67 371 | 62 796 CHF | 63 671 CHF | 98,89% | 98,89% |
30/07/2024 | 1,38% | 1,09 CHF | 1,10 CHF | 152 000 | 152 000 | 68 836 | 68 836 | 76 301 CHF | 77 198 CHF | 99,99% | 99,99% |