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 | 1,24% | 0,84 CHF | 0,85 CHF | 52 000 | 52 000 | 52 645 | 52 645 | 42 361 CHF | 42 887 CHF | 99,99% | 99,99% |
14/08/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 40 187 CHF | 40 717 CHF | 99,26% | 99,26% |
13/08/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 53 000 | 53 000 | 53 429 | 53 429 | 38 466 CHF | 39 000 CHF | 100,00% | 100,00% |
12/08/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 53 000 | 53 000 | 52 966 | 52 966 | 39 125 CHF | 39 655 CHF | 99,99% | 99,99% |
09/08/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 54 000 | 54 000 | 53 350 | 53 350 | 40 391 CHF | 40 924 CHF | 99,98% | 99,98% |
08/08/2024 | 1,42% | 0,74 CHF | 0,75 CHF | 54 000 | 54 000 | 53 996 | 53 996 | 37 919 CHF | 38 459 CHF | 99,93% | 99,93% |
07/08/2024 | 1,34% | 0,79 CHF | 0,80 CHF | 53 000 | 53 000 | 53 708 | 53 708 | 39 779 CHF | 40 317 CHF | 99,97% | 99,97% |
06/08/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 56 000 | 56 000 | 55 352 | 55 346 | 33 909 CHF | 34 458 CHF | 99,85% | 99,85% |
02/08/2024 | 1,23% | 0,72 CHF | 0,73 CHF | 54 000 | 54 000 | 53 035 | 53 035 | 42 988 CHF | 43 519 CHF | 99,77% | 99,77% |
30/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 49 000 | 49 000 | 48 971 | 48 971 | 60 332 CHF | 60 821 CHF | 99,98% | 99,98% |